+111.5%
ITUB vs TXT
+5.5%
+106.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | 0.0% | +0.8% | -0.8% | -0.2% |
| 30D | +2.6% | -10.4% | +13.0% | +5.6% |
| 3M | +8.4% | -14.3% | +22.8% | +12.7% |
| 6M | -0.5% | -15.1% | +14.6% | +3.4% |
| YTD | +15.3% | -8.3% | +23.6% | +17.6% |
| 1Y | +28.7% | -0.7% | +29.4% | +28.7% |
| All | +111.5% | +5.5% | +106.0% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling