-5.8%
TDG vs ITUB
+9.0%
-14.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.5% | +0.4% |
| 7D | +7.1% | -1.6% | +8.7% | +7.2% |
| 30D | +11.4% | -26.6% | +38.0% | +14.2% |
| 3M | -4.6% | -11.1% | +6.5% | -5.6% |
| 6M | +5.8% | -13.1% | +18.9% | +4.9% |
| YTD | -8.5% | +3.9% | -12.4% | -10.3% |
| 1Y | -5.8% | +9.8% | -15.6% | -7.2% |
| All | -5.8% | +9.0% | -14.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling