+125.4%
TD vs ITUB
+185.6%
-60.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | -2.6% | +1.0% | -3.5% | -2.8% |
| 30D | -1.0% | +10.7% | -11.7% | -3.3% |
| 3M | +5.6% | +10.1% | -4.4% | +3.2% |
| 6M | +27.1% | -0.1% | +27.2% | +26.6% |
| YTD | +29.4% | +18.4% | +11.0% | +24.1% |
| 1Y | +60.7% | +31.3% | +29.4% | +50.2% |
| 3Y | +127.6% | +124.6% | +3.0% | +84.9% |
| 5Y | +125.4% | +192.0% | -66.6% | +64.2% |
| All | +125.4% | +185.6% | -60.2% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling