-48.5%
TE vs ITUB
+95.7%
-144.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.0% | +8.0% | +9.5% |
| 7D | +18.2% | +8.2% | +10.0% | +15.7% |
| 30D | -13.5% | +4.7% | -18.2% | -14.6% |
| 3M | -44.6% | +13.0% | -57.6% | -46.3% |
| 6M | -24.7% | +4.2% | -28.9% | -25.2% |
| YTD | -24.3% | +18.6% | -42.8% | -26.5% |
| 1Y | +155.6% | +31.3% | +124.3% | +141.7% |
| 3Y | -18.3% | +124.9% | -143.1% | -30.1% |
| 5Y | -41.3% | +195.6% | -236.9% | -51.5% |
| All | -48.5% | +95.7% | -144.2% | -57.2% |
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