+283.6%
TJX vs ITUB
+220.1%
+63.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | +2.2% | -6.8% | -5.0% |
| 30D | -17.2% | +12.6% | -29.8% | -19.3% |
| 3M | -24.9% | +6.4% | -31.3% | -26.1% |
| 6M | -19.7% | +0.6% | -20.3% | -20.2% |
| YTD | -17.2% | +18.8% | -36.0% | -21.0% |
| 1Y | -9.4% | +31.0% | -40.4% | -15.6% |
| 3Y | +43.1% | +118.1% | -75.0% | +16.9% |
| 5Y | +96.7% | +193.0% | -96.3% | +44.5% |
| All | +283.6% | +220.1% | +63.5% | +167.7% |
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 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