-23.0%
TNA vs ITUB
+186.2%
-209.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | -7.3% | +2.2% | -9.5% | -8.9% |
| 30D | -14.2% | +12.6% | -26.8% | -21.8% |
| 3M | -4.6% | +6.4% | -11.0% | -10.1% |
| 6M | +36.9% | +0.6% | +36.3% | +36.0% |
| YTD | +42.5% | +18.8% | +23.7% | +25.0% |
| 1Y | +45.8% | +31.0% | +14.8% | +18.4% |
| 3Y | +104.7% | +118.1% | -13.4% | +14.9% |
| All | -23.0% | +186.2% | -209.2% | -66.0% |
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