+75.7%
TFC vs ITUB
+175.8%
-100.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.5% |
| 7D | +2.3% | +1.9% | +0.4% | +1.6% |
| 30D | +10.8% | -22.2% | +33.0% | +19.0% |
| 3M | -3.8% | +2.7% | -6.5% | -7.0% |
| 6M | +9.6% | -3.0% | +12.5% | +7.6% |
| YTD | +5.8% | +7.5% | -1.7% | -0.5% |
| 1Y | +16.2% | +10.5% | +5.7% | +7.9% |
| 3Y | +96.0% | +81.0% | +15.0% | +49.2% |
| 5Y | +1.7% | +181.8% | -180.1% | -37.1% |
| All | +75.7% | +175.8% | -100.1% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling