+537.0%
TDG vs ITUB
+220.1%
+316.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.9% | +2.2% | -4.1% | -2.6% |
| 30D | -7.7% | +12.6% | -20.3% | -11.4% |
| 3M | -9.3% | +6.4% | -15.7% | -11.5% |
| 6M | -9.4% | +0.6% | -10.0% | -10.2% |
| YTD | -14.3% | +18.8% | -33.1% | -20.0% |
| 1Y | -11.8% | +31.0% | -42.8% | -20.7% |
| 3Y | +52.0% | +118.1% | -66.1% | +11.7% |
| 5Y | +128.8% | +193.0% | -64.2% | +43.7% |
| All | +537.0% | +220.1% | +316.9% | +263.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling