+126.2%
ITUB vs TENB
-9.4%
+135.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +1.1% |
| 7D | +2.2% | -12.1% | +14.3% | +3.9% |
| 30D | +12.6% | -18.6% | +31.2% | +15.2% |
| 3M | +6.4% | +12.1% | -5.6% | +3.4% |
| 6M | +0.6% | +46.8% | -46.2% | -6.8% |
| YTD | +18.8% | +28.0% | -9.1% | +12.0% |
| 1Y | +31.0% | -1.4% | +32.4% | +28.4% |
| 3Y | +118.1% | -33.9% | +152.0% | +124.0% |
| 5Y | +193.0% | -34.6% | +227.7% | +188.3% |
| All | +126.2% | -9.4% | +135.7% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling