+495.0%
TLN vs ITUB
+125.3%
+369.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.2% |
| 7D | +10.9% | +8.2% | +2.7% | +8.3% |
| 30D | -6.3% | +4.7% | -11.0% | -7.7% |
| 3M | -10.7% | +13.0% | -23.7% | -14.1% |
| 6M | +1.6% | +4.2% | -2.5% | +0.3% |
| YTD | -13.1% | +18.6% | -31.7% | -16.0% |
| 1Y | -15.1% | +31.3% | -46.3% | -19.3% |
| 3Y | +495.0% | +124.9% | +370.1% | +422.9% |
| All | +495.0% | +125.3% | +369.7% | +422.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling