+97.2%
TJX vs ITUB
+186.2%
-89.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | +2.2% | -6.8% | -4.9% |
| 30D | -17.2% | +12.6% | -29.8% | -18.5% |
| 3M | -24.9% | +6.4% | -31.3% | -25.6% |
| 6M | -19.7% | +0.6% | -20.3% | -20.0% |
| YTD | -17.2% | +18.8% | -36.0% | -19.5% |
| 1Y | -9.4% | +31.0% | -40.4% | -13.4% |
| 3Y | +43.1% | +118.1% | -75.0% | +25.7% |
| All | +97.2% | +186.2% | -89.0% | +59.3% |
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