+104.7%
TNA vs ITUB
+120.9%
-16.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -7.3% | +2.2% | -9.5% | -9.1% |
| 30D | -14.2% | +12.6% | -26.8% | -22.8% |
| 3M | -4.6% | +6.4% | -11.0% | -10.9% |
| 6M | +36.9% | +0.6% | +36.3% | +35.5% |
| YTD | +42.5% | +18.8% | +23.7% | +22.2% |
| 1Y | +45.8% | +31.0% | +14.8% | +14.1% |
| 3Y | +104.7% | +118.1% | -13.4% | -2.7% |
| All | +104.7% | +120.9% | -16.2% | -2.7% |
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