+1,887.4%
ITUB vs TKO
+3,302.0%
-1,414.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | +2.3% | -0.1% | +1.5% |
| 30D | +12.6% | -2.5% | +15.1% | +13.3% |
| 3M | +6.4% | -10.6% | +17.0% | +9.3% |
| 6M | +0.6% | -5.1% | +5.6% | +1.5% |
| YTD | +18.8% | -8.2% | +27.1% | +20.6% |
| 1Y | +31.0% | -4.4% | +35.4% | +31.1% |
| 3Y | +118.1% | +100.4% | +17.7% | +70.9% |
| 5Y | +193.0% | +294.3% | -101.3% | +83.8% |
| 10Y | +217.1% | +983.2% | -766.0% | +26.1% |
| All | +1,887.4% | +3,302.0% | -1,414.7% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling