+125.7%
ITUB vs TENB
+1.4%
+124.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | +8.2% | -5.0% | +13.2% | +8.9% |
| 30D | +4.7% | -7.4% | +12.1% | +5.4% |
| 3M | +13.0% | +22.3% | -9.3% | +8.6% |
| 6M | +4.2% | +60.2% | -56.0% | -4.4% |
| YTD | +18.6% | +43.2% | -24.7% | +10.1% |
| 1Y | +31.3% | +8.2% | +23.1% | +27.2% |
| 3Y | +124.9% | -23.8% | +148.7% | +126.7% |
| 5Y | +195.6% | -26.9% | +222.5% | +186.8% |
| All | +125.7% | +1.4% | +124.3% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling