-44.5%
TOST vs ITUB
+171.2%
-215.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.8% |
| 7D | +9.4% | +3.7% | +5.7% | +8.3% |
| 30D | +13.5% | -24.1% | +37.6% | +22.2% |
| 3M | -0.1% | -9.6% | +9.4% | +0.7% |
| 6M | +22.5% | -11.5% | +34.0% | +23.8% |
| YTD | -2.4% | +5.5% | -7.9% | -8.7% |
| 1Y | -4.7% | +9.9% | -14.6% | -12.7% |
| 3Y | +103.2% | +84.8% | +18.4% | +48.8% |
| 5Y | -41.2% | +182.6% | -223.9% | -65.4% |
| All | -44.5% | +171.2% | -215.7% | -67.3% |
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