-45.7%
TOST vs ITUB
+198.9%
-244.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | -3.4% | +8.7% | -12.1% | -6.2% |
| 30D | -2.4% | -0.7% | -1.8% | -2.3% |
| 3M | +34.6% | +7.8% | +26.8% | +30.6% |
| 6M | +15.2% | -3.4% | +18.6% | +15.4% |
| YTD | -4.4% | +16.3% | -20.7% | -11.4% |
| 1Y | -17.4% | +29.8% | -47.2% | -27.1% |
| 3Y | +54.5% | +111.1% | -56.6% | +10.5% |
| All | -45.7% | +198.9% | -244.5% | -68.3% |
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