-48.1%
TOST vs ITUB
+196.3%
-244.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -1.6% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -9.1% | +2.6% | -11.7% | -10.0% |
| 3M | +29.8% | +8.4% | +21.4% | +25.7% |
| 6M | +10.0% | -0.5% | +10.6% | +9.2% |
| YTD | -8.6% | +15.3% | -23.9% | -15.1% |
| 1Y | -20.7% | +28.7% | -49.4% | -29.8% |
| 3Y | +55.7% | +118.7% | -62.9% | +9.8% |
| All | -48.1% | +196.3% | -244.4% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling