-19.7%
TSCO vs ITUB
+120.9%
-140.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | +2.2% | -7.9% | -6.0% |
| 30D | -8.8% | +12.6% | -21.4% | -10.5% |
| 3M | +6.3% | +6.4% | -0.1% | +4.9% |
| 6M | -32.3% | +0.6% | -32.9% | -32.4% |
| YTD | -32.7% | +18.8% | -51.5% | -34.9% |
| 1Y | -43.7% | +31.0% | -74.7% | -46.5% |
| 3Y | -19.7% | +118.1% | -137.7% | -30.3% |
| All | -19.7% | +120.9% | -140.5% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling