+93.0%
TFC vs ITUB
+114.2%
-21.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.3% | +2.6% | -4.9% | -3.2% |
| 3M | +2.5% | +8.4% | -6.0% | -0.5% |
| 6M | +9.5% | -0.5% | +10.0% | +8.9% |
| YTD | +5.1% | +15.3% | -10.2% | -0.5% |
| 1Y | +15.5% | +28.7% | -13.2% | +5.0% |
| All | +93.0% | +114.2% | -21.2% | +37.7% |
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