+186.2%
ITUB vs TKO
+291.2%
-105.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | +2.3% | -0.1% | +1.7% |
| 30D | +12.6% | -2.5% | +15.1% | +13.1% |
| 3M | +6.4% | -10.6% | +17.0% | +8.6% |
| 6M | +0.6% | -5.1% | +5.6% | +1.2% |
| YTD | +18.8% | -8.2% | +27.1% | +20.2% |
| 1Y | +31.0% | -4.4% | +35.4% | +31.1% |
| 3Y | +118.1% | +100.4% | +17.7% | +82.2% |
| All | +186.2% | +291.2% | -105.1% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling