+12,926.4%
TDG vs ITUB
+351.4%
+12,575.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.9% | +2.2% | -4.1% | -2.5% |
| 30D | -7.7% | +12.6% | -20.3% | -10.9% |
| 3M | -9.3% | +6.4% | -15.7% | -11.2% |
| 6M | -9.4% | +0.6% | -10.0% | -10.0% |
| YTD | -14.3% | +18.8% | -33.1% | -19.2% |
| 1Y | -11.8% | +31.0% | -42.8% | -19.4% |
| 3Y | +52.0% | +118.1% | -66.1% | +17.4% |
| 5Y | +128.8% | +193.0% | -64.2% | +56.8% |
| 10Y | +543.8% | +217.1% | +326.7% | +304.9% |
| All | +12,926.4% | +351.4% | +12,575.0% | +5,767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling