-22.0%
TLN vs ITUB
+31.4%
-53.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.3% | +2.2% | -3.6% | -2.5% |
| 30D | -14.3% | +12.6% | -26.9% | -19.7% |
| 3M | -9.3% | +6.4% | -15.7% | -12.8% |
| 6M | -1.1% | +0.6% | -1.7% | -2.1% |
| YTD | -16.6% | +18.8% | -35.4% | -24.5% |
| 1Y | -22.0% | +31.0% | -53.0% | -34.4% |
| All | -22.0% | +31.4% | -53.4% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling