+123.2%
TD vs ITUB
+120.1%
+3.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.3% |
| 7D | -2.6% | +1.0% | -3.5% | -2.8% |
| 30D | -1.0% | +10.7% | -11.7% | -3.1% |
| 3M | +5.6% | +10.1% | -4.4% | +3.5% |
| 6M | +27.1% | -0.1% | +27.2% | +26.7% |
| YTD | +29.4% | +18.4% | +11.0% | +25.1% |
| 1Y | +60.7% | +31.3% | +29.4% | +52.1% |
| All | +123.2% | +120.1% | +3.1% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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