+186.2%
ITUB vs TXT
+14.1%
+172.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.3% |
| 7D | +2.2% | +2.5% | -0.3% | +1.4% |
| 30D | +12.6% | -8.9% | +21.5% | +15.8% |
| 3M | +6.4% | -13.6% | +20.0% | +11.0% |
| 6M | +0.6% | -13.1% | +13.7% | +4.6% |
| YTD | +18.8% | -7.0% | +25.9% | +20.8% |
| 1Y | +31.0% | -1.4% | +32.4% | +30.6% |
| 3Y | +118.1% | +7.0% | +111.1% | +106.1% |
| All | +186.2% | +14.1% | +172.0% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling