-18.4%
TSLL vs ITUB
+85.1%
-103.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.3% | +7.7% |
| 7D | -21.2% | +3.7% | -24.9% | -23.3% |
| 30D | -13.3% | -24.1% | +10.8% | +1.2% |
| 3M | +15.4% | -9.6% | +24.9% | +13.0% |
| 6M | -34.2% | -11.5% | -22.7% | -34.1% |
| YTD | -52.9% | +5.5% | -58.4% | -60.3% |
| 1Y | -54.3% | +9.9% | -64.2% | -63.3% |
| 3Y | -18.4% | +84.8% | -103.1% | -57.7% |
| All | -18.4% | +85.1% | -103.5% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling