-24.5%
TE vs ITUB
+120.1%
-144.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.7% | -9.4% | -8.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.2% |
| 30D | -16.3% | +10.7% | -27.0% | -21.4% |
| 3M | -40.8% | +10.1% | -50.8% | -44.1% |
| 6M | -42.6% | -0.1% | -42.5% | -42.6% |
| YTD | -31.4% | +18.4% | -49.9% | -35.6% |
| 1Y | +144.9% | +31.3% | +113.6% | +117.0% |
| All | -24.5% | +120.1% | -144.6% | -44.0% |
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 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