+259.8%
ITUB vs TMF
-70.3%
+330.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.6% | -2.8% |
| 7D | +4.9% | -1.1% | +5.9% | +4.7% |
| 30D | -27.2% | +11.8% | -39.0% | -26.0% |
| 3M | -6.1% | -4.0% | -2.1% | -6.5% |
| 6M | -10.7% | -16.5% | +5.9% | -12.7% |
| YTD | +5.5% | -19.9% | +25.4% | +2.5% |
| 1Y | +7.8% | -25.6% | +33.4% | +3.7% |
| 3Y | +75.0% | -29.9% | +104.9% | +69.7% |
| 5Y | +178.6% | -88.2% | +266.8% | +96.8% |
| 10Y | +162.9% | -81.7% | +244.6% | +124.9% |
| All | +259.8% | -70.3% | +330.1% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling