+8,352.3%
TSCO vs ITUB
+1,957.2%
+6,395.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | -4.4% | +10.7% | -15.1% | -6.1% |
| 3M | +9.7% | +10.1% | -0.4% | +7.5% |
| 6M | -32.4% | -0.1% | -32.3% | -32.6% |
| YTD | -31.7% | +18.4% | -50.1% | -34.1% |
| 1Y | -41.3% | +31.3% | -72.6% | -44.5% |
| 3Y | -18.3% | +124.6% | -142.9% | -30.5% |
| 5Y | -10.3% | +192.0% | -202.2% | -29.0% |
| 10Y | +188.5% | +216.0% | -27.5% | +107.6% |
| All | +8,352.3% | +1,957.2% | +6,395.1% | +4,350.6% |
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