+256.6%
TFC vs ITUB
+1,920.1%
-1,663.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | +2.4% | +8.7% | -6.3% | -0.3% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | +6.1% | +7.8% | -1.7% | +3.1% |
| 6M | +7.3% | -3.4% | +10.7% | +7.9% |
| YTD | +8.2% | +16.3% | -8.1% | +2.1% |
| 1Y | +14.4% | +29.8% | -15.4% | +3.8% |
| 3Y | +93.7% | +111.1% | -17.4% | +47.7% |
| 5Y | +16.4% | +173.6% | -157.2% | -21.3% |
| 10Y | +101.6% | +193.2% | -91.7% | +22.9% |
| All | +256.6% | +1,920.1% | -1,663.5% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling