+176.3%
ITUB vs TXT
+89.4%
+86.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -22.2% | +13.3% | -35.5% | -26.8% |
| 3M | +2.7% | -5.0% | +7.7% | +4.0% |
| 6M | -3.0% | -8.4% | +5.5% | -0.6% |
| YTD | +7.5% | -4.0% | +11.5% | +7.3% |
| 1Y | +10.5% | +2.8% | +7.7% | +6.9% |
| 3Y | +81.0% | +10.3% | +70.7% | +64.0% |
| 5Y | +181.8% | +9.2% | +172.7% | +148.6% |
| All | +176.3% | +89.4% | +86.9% | +79.0% |
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