-0.8%
TOST vs ITUB
+9.0%
-9.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.3% | +2.2% | +5.3% |
| 7D | +10.7% | -1.6% | +12.4% | +10.8% |
| 30D | +17.7% | -26.6% | +44.4% | +19.5% |
| 3M | +4.6% | -11.1% | +15.7% | +5.0% |
| 6M | +20.3% | -13.1% | +33.4% | +20.5% |
| YTD | -0.4% | +3.9% | -4.3% | -0.9% |
| 1Y | -0.8% | +9.8% | -10.5% | -5.4% |
| All | -0.8% | +9.0% | -9.8% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling