+570.0%
TLN vs ITUB
+123.4%
+446.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.3% | -3.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.7% |
| 30D | -12.9% | +10.7% | -23.7% | -15.4% |
| 3M | -7.4% | +10.1% | -17.5% | -10.1% |
| 6M | -6.0% | -0.1% | -5.9% | -6.3% |
| YTD | -16.9% | +18.4% | -35.3% | -19.4% |
| 1Y | -22.6% | +31.3% | -53.9% | -26.2% |
| 3Y | +469.0% | +124.6% | +344.4% | +408.5% |
| All | +570.0% | +123.4% | +446.6% | +533.8% |
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 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