+117.3%
ITUB vs TENB
-30.4%
+147.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +3.0% |
| 7D | +1.0% | -7.1% | +8.1% | +1.4% |
| 30D | +10.7% | -15.4% | +26.1% | +11.7% |
| 3M | +10.1% | +19.5% | -9.5% | +7.3% |
| 6M | -0.1% | +54.8% | -54.9% | -5.2% |
| YTD | +18.4% | +36.1% | -17.7% | +13.8% |
| 1Y | +31.3% | +7.0% | +24.3% | +30.6% |
| All | +117.3% | -30.4% | +147.7% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling