+175.8%
ITUB vs TXT
+10.3%
+165.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.9% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | -25.4% | +13.3% | -38.7% | -28.3% |
| 3M | -0.3% | -5.1% | +4.8% | +0.9% |
| 6M | -8.0% | -7.1% | -0.8% | -6.5% |
| YTD | +5.2% | -3.2% | +8.4% | +5.4% |
| 1Y | +7.4% | +2.3% | +5.1% | +5.7% |
| 3Y | +74.5% | +11.1% | +63.4% | +62.9% |
| 5Y | +175.8% | +10.0% | +165.8% | +158.1% |
| All | +175.8% | +10.3% | +165.5% | +158.1% |
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