+296.5%
ITUB vs TMF
-68.9%
+365.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | +8.7% | -1.4% | +10.1% | +8.5% |
| 30D | -0.7% | -2.8% | +2.1% | -1.1% |
| 3M | +7.8% | -10.9% | +18.7% | +6.1% |
| 6M | -3.4% | -21.3% | +17.9% | -6.7% |
| YTD | +16.3% | -15.9% | +32.2% | +13.6% |
| 1Y | +29.8% | -15.7% | +45.6% | +27.0% |
| 3Y | +111.1% | -43.4% | +154.4% | +96.5% |
| 5Y | +173.6% | -87.8% | +261.3% | +94.7% |
| 10Y | +193.2% | -86.7% | +280.0% | +131.3% |
| All | +296.5% | -68.9% | +365.3% | +392.9% |
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