+581.7%
TLN vs ITUB
+119.3%
+462.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.6% | +4.0% |
| 7D | +7.1% | +8.7% | -1.7% | +4.6% |
| 30D | -3.9% | -0.7% | -3.2% | -3.9% |
| 3M | -16.2% | +7.8% | -23.9% | -18.0% |
| 6M | -5.8% | -3.4% | -2.4% | -5.3% |
| YTD | -15.4% | +16.3% | -31.7% | -17.6% |
| 1Y | -16.7% | +29.8% | -46.5% | -20.2% |
| 3Y | +473.8% | +111.1% | +362.7% | +416.7% |
| All | +581.7% | +119.3% | +462.4% | +548.3% |
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 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