+41.8%
TGT vs ITUB
+120.9%
-79.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.2% | +2.2% | -7.4% | -5.5% |
| 30D | +1.2% | +12.6% | -11.4% | -0.3% |
| 3M | +18.4% | +6.4% | +12.0% | +17.2% |
| 6M | +33.4% | +0.6% | +32.9% | +32.9% |
| YTD | +63.8% | +18.8% | +45.0% | +58.8% |
| 1Y | +77.2% | +31.0% | +46.2% | +68.8% |
| 3Y | +41.8% | +118.1% | -76.3% | +19.8% |
| All | +41.8% | +120.9% | -79.1% | +19.8% |
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