-29.4%
TSCO vs ITUB
+9.0%
-38.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.3% | +1.0% | +3.8% |
| 7D | +15.7% | -1.6% | +17.3% | +15.9% |
| 30D | +16.4% | -26.6% | +43.0% | +20.3% |
| 3M | +11.2% | -11.1% | +22.3% | +11.9% |
| 6M | +14.9% | -13.1% | +28.0% | +15.9% |
| YTD | -25.4% | +3.9% | -29.3% | -27.4% |
| 1Y | -29.4% | +9.8% | -39.1% | -32.7% |
| All | -29.4% | +9.0% | -38.4% | -32.7% |
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 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