+1,199.2%
TNA vs ITUB
+431.4%
+767.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -5.5% |
| 7D | -7.6% | +1.0% | -8.6% | -8.6% |
| 30D | -13.6% | +10.7% | -24.3% | -21.7% |
| 3M | +2.8% | +10.1% | -7.2% | -7.1% |
| 6M | +34.5% | -0.1% | +34.6% | +34.0% |
| YTD | +41.0% | +18.4% | +22.6% | +19.9% |
| 1Y | +52.0% | +31.3% | +20.7% | +17.0% |
| 3Y | +103.5% | +124.6% | -21.1% | -6.0% |
| 5Y | -22.5% | +192.0% | -214.5% | -73.9% |
| 10Y | +81.9% | +216.0% | -134.1% | -49.5% |
| All | +1,199.2% | +431.4% | +767.8% | +1.2% |
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