-10.4%
TSCO vs ITUB
+186.2%
-196.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.7% | +2.2% | -7.9% | -5.9% |
| 30D | -8.8% | +12.6% | -21.4% | -10.0% |
| 3M | +6.3% | +6.4% | -0.1% | +5.4% |
| 6M | -32.3% | +0.6% | -32.9% | -32.4% |
| YTD | -32.7% | +18.8% | -51.5% | -34.1% |
| 1Y | -43.7% | +31.0% | -74.7% | -45.4% |
| 3Y | -19.7% | +118.1% | -137.7% | -25.9% |
| All | -10.4% | +186.2% | -196.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling