-46.0%
TSLL vs ITUB
+9.0%
-55.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.3% | -9.6% | -7.7% |
| 7D | -9.4% | -1.6% | -7.8% | -8.9% |
| 30D | +1.6% | -26.6% | +28.2% | +14.1% |
| 3M | +29.4% | -11.1% | +40.5% | +24.3% |
| 6M | -20.1% | -13.1% | -7.1% | -21.7% |
| YTD | -44.5% | +3.9% | -48.4% | -49.9% |
| 1Y | -46.0% | +9.8% | -55.8% | -54.7% |
| All | -46.0% | +9.0% | -55.0% | -54.7% |
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