+45.9%
TEM vs ITUB
+93.9%
-48.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -5.7% |
| 7D | -9.2% | +1.0% | -10.1% | -9.7% |
| 30D | +5.5% | +10.7% | -5.2% | -0.7% |
| 3M | +18.7% | +10.1% | +8.7% | +10.8% |
| 6M | +15.4% | -0.1% | +15.5% | +14.6% |
| YTD | -0.5% | +18.4% | -18.9% | -12.0% |
| 1Y | -24.8% | +31.3% | -56.1% | -38.9% |
| All | +45.9% | +93.9% | -48.0% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling