-34.5%
TLT vs ITUB
+181.1%
-215.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.5% |
| 7D | -3.1% | +1.9% | -5.0% | -3.2% |
| 30D | +1.0% | -22.2% | +23.2% | +1.8% |
| 3M | -2.7% | +2.7% | -5.4% | -3.2% |
| 6M | -4.1% | -3.0% | -1.2% | -4.4% |
| YTD | -5.4% | +7.5% | -12.9% | -6.1% |
| 1Y | -7.0% | +10.5% | -17.5% | -7.9% |
| 3Y | +2.8% | +81.0% | -78.2% | +0.1% |
| All | -34.5% | +181.1% | -215.7% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling