+3,914.6%
TJX vs ITUB
+1,957.3%
+1,957.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.3% |
| 7D | -4.4% | +1.0% | -5.3% | -4.6% |
| 30D | -18.6% | +10.7% | -29.3% | -20.3% |
| 3M | -24.4% | +10.1% | -34.4% | -26.0% |
| 6M | -20.2% | -0.1% | -20.1% | -20.6% |
| YTD | -16.9% | +18.4% | -35.4% | -20.4% |
| 1Y | -8.5% | +31.3% | -39.8% | -14.3% |
| 3Y | +43.7% | +124.6% | -80.9% | +19.2% |
| 5Y | +97.3% | +192.0% | -94.6% | +51.1% |
| 10Y | +289.0% | +216.0% | +73.0% | +175.6% |
| All | +3,914.6% | +1,957.3% | +1,957.4% | +1,856.7% |
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