+33.1%
TPR vs ITUB
+8.3%
+24.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.7% |
| 7D | -0.3% | +1.9% | -2.2% | -0.8% |
| 30D | +15.1% | -22.2% | +37.3% | +21.0% |
| 3M | +3.5% | +2.7% | +0.8% | -3.3% |
| 6M | +0.4% | -3.0% | +3.4% | -4.3% |
| YTD | +4.6% | +7.5% | -2.9% | +1.8% |
| 1Y | +33.1% | +10.5% | +22.6% | +29.2% |
| All | +33.1% | +8.3% | +24.8% | +29.2% |
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 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