+69.0%
TPG vs ITUB
+208.8%
-139.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.5% |
| 7D | -9.4% | +2.2% | -11.6% | -10.0% |
| 30D | -5.3% | +12.6% | -17.9% | -8.5% |
| 3M | +12.9% | +6.4% | +6.5% | +10.4% |
| 6M | +20.1% | +0.6% | +19.5% | +19.2% |
| YTD | -22.5% | +18.8% | -41.3% | -27.3% |
| 1Y | -19.7% | +31.0% | -50.7% | -27.1% |
| 3Y | +81.2% | +118.1% | -36.9% | +39.7% |
| All | +69.0% | +208.8% | -139.8% | +21.2% |
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