+61.6%
TECK vs ITUB
+120.1%
-58.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.0% | -7.7% |
| 7D | -4.2% | +1.0% | -5.2% | -4.8% |
| 30D | -0.4% | +10.7% | -11.1% | -5.7% |
| 3M | +10.1% | +10.1% | +0.1% | +4.3% |
| 6M | +26.0% | -0.1% | +26.1% | +25.4% |
| YTD | +38.0% | +18.4% | +19.6% | +28.1% |
| 1Y | +63.8% | +31.3% | +32.5% | +44.7% |
| All | +61.6% | +120.1% | -58.5% | +10.9% |
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