+207.1%
ITUB vs TXT
+103.1%
+104.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +10.7% | -10.2% | +20.9% | +15.9% |
| 3M | +10.1% | -13.3% | +23.3% | +16.5% |
| 6M | -0.1% | -14.4% | +14.2% | +6.1% |
| YTD | +18.4% | -9.1% | +27.5% | +22.1% |
| 1Y | +31.3% | -2.2% | +33.4% | +30.7% |
| 3Y | +124.6% | +5.1% | +119.5% | +109.5% |
| 5Y | +192.0% | +12.8% | +179.2% | +154.6% |
| All | +207.1% | +103.1% | +104.0% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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