+3,729.0%
TPR vs ITUB
+1,733.1%
+1,995.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.4% |
| 7D | +12.1% | +4.9% | +7.2% | +10.3% |
| 30D | +16.7% | -27.2% | +43.9% | +28.1% |
| 3M | -17.4% | -6.1% | -11.3% | -17.4% |
| 6M | +2.3% | -10.7% | +13.0% | +3.7% |
| YTD | +7.1% | +5.5% | +1.6% | +2.7% |
| 1Y | +29.5% | +7.8% | +21.7% | +22.9% |
| 3Y | +415.0% | +75.0% | +340.1% | +307.2% |
| 5Y | +261.5% | +178.6% | +82.9% | +135.1% |
| 10Y | +383.3% | +162.9% | +220.5% | +202.1% |
| All | +3,729.0% | +1,733.1% | +1,995.9% | +1,488.6% |
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