-5.5%
TOST vs ITUB
+8.3%
-13.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.3% |
| 7D | 0.0% | +1.9% | -1.9% | -0.1% |
| 30D | +16.2% | -22.2% | +38.4% | +17.4% |
| 3M | -1.5% | +2.7% | -4.2% | -1.9% |
| 6M | +55.3% | -3.0% | +58.3% | +54.9% |
| YTD | -2.3% | +7.5% | -9.9% | -1.8% |
| 1Y | -5.5% | +10.5% | -16.0% | -5.0% |
| All | -5.5% | +8.3% | -13.9% | -5.0% |
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 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