-51.9%
TSLL vs ITUB
+159.1%
-211.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.0% | +5.9% | +6.5% |
| 7D | +5.8% | +8.2% | -2.5% | +0.1% |
| 30D | +21.7% | +4.7% | +17.0% | +17.9% |
| 3M | -28.2% | +13.0% | -41.2% | -33.7% |
| 6M | -29.5% | +4.2% | -33.6% | -30.9% |
| YTD | -47.5% | +18.6% | -66.1% | -53.0% |
| 1Y | -20.8% | +31.3% | -52.0% | -33.8% |
| 3Y | -26.7% | +124.9% | -151.6% | -53.2% |
| All | -51.9% | +159.1% | -211.1% | -71.7% |
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 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