+0.5%
TFC vs ITUB
+173.2%
-172.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +8.6% | -25.4% | +34.1% | +16.0% |
| 3M | -4.3% | -0.3% | -4.1% | -6.6% |
| 6M | +5.4% | -8.0% | +13.4% | +5.1% |
| YTD | +4.5% | +5.2% | -0.7% | -0.3% |
| 1Y | +14.0% | +7.4% | +6.6% | +7.8% |
| 3Y | +93.4% | +74.5% | +18.9% | +55.6% |
| 5Y | +0.5% | +175.8% | -175.4% | -35.9% |
| All | +0.5% | +173.2% | -172.7% | -35.9% |
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 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