+302.0%
TRV vs ITUB
+220.1%
+81.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +1.9% | +2.2% | -0.3% | +1.5% |
| 30D | +1.7% | +12.6% | -10.9% | -0.8% |
| 3M | +23.9% | +6.4% | +17.5% | +21.9% |
| 6M | +26.3% | +0.6% | +25.7% | +25.3% |
| YTD | +30.8% | +18.8% | +12.0% | +24.9% |
| 1Y | +36.3% | +31.0% | +5.3% | +27.2% |
| 3Y | +145.0% | +118.1% | +26.9% | +101.6% |
| 5Y | +163.9% | +193.0% | -29.2% | +96.6% |
| All | +302.0% | +220.1% | +81.9% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling