-34.9%
TLT vs ITUB
+186.4%
-221.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | 0.0% | +2.6% | -2.6% | -0.1% |
| 3M | -2.9% | +8.4% | -11.3% | -3.2% |
| 6M | -6.3% | -0.5% | -5.7% | -6.3% |
| YTD | -3.3% | +15.3% | -18.6% | -3.9% |
| 1Y | -4.2% | +28.7% | -32.9% | -5.1% |
| 3Y | -1.7% | +118.7% | -120.3% | -3.7% |
| 5Y | -34.9% | +182.7% | -217.6% | -34.5% |
| All | -34.9% | +186.4% | -221.2% | -34.5% |
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