+207.6%
ITUB vs TMF
-86.2%
+293.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.9% |
| 7D | 0.0% | -0.9% | +0.9% | -0.1% |
| 30D | +2.6% | -1.0% | +3.6% | +2.5% |
| 3M | +8.4% | -11.3% | +19.7% | +7.7% |
| 6M | -0.5% | -22.7% | +22.2% | -2.2% |
| YTD | +15.3% | -17.3% | +32.6% | +14.0% |
| 1Y | +28.7% | -22.5% | +51.2% | +26.8% |
| 3Y | +118.7% | -43.2% | +161.9% | +110.5% |
| 5Y | +182.7% | -88.3% | +271.0% | +116.9% |
| 10Y | +207.6% | -86.0% | +293.6% | +153.2% |
| All | +207.6% | -86.2% | +293.8% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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