+32.4%
ITUB vs TMF
-21.8%
+54.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +8.2% | +1.0% | +7.3% | +8.0% |
| 30D | +4.7% | -1.8% | +6.5% | +5.1% |
| 3M | +13.0% | -8.2% | +21.3% | +14.8% |
| 6M | +4.2% | -19.5% | +23.7% | +7.1% |
| YTD | +18.6% | -16.0% | +34.5% | +21.5% |
| All | +32.4% | -21.8% | +54.2% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling