-48.9%
TSLL vs ITUB
+135.6%
-184.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.6% | +4.5% |
| 7D | +0.5% | +3.7% | -3.2% | -1.5% |
| 30D | +2.7% | -24.9% | +27.6% | +18.4% |
| 3M | +26.3% | +0.8% | +25.5% | +17.7% |
| 6M | -37.2% | -6.6% | -30.6% | -38.1% |
| YTD | -44.2% | +7.8% | -52.0% | -50.1% |
| 1Y | -44.0% | +7.4% | -51.3% | -49.9% |
| 3Y | 0.0% | +78.8% | -78.7% | -32.7% |
| All | -48.9% | +135.6% | -184.5% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling