-37.7%
TSLL vs ITUB
-2.8%
-34.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.0% |
| 7D | +1.9% | +8.7% | -6.8% | -5.7% |
| 30D | +17.8% | -0.7% | +18.5% | +17.8% |
| 3M | -37.0% | +7.8% | -44.8% | -40.8% |
| 6M | -37.7% | -3.4% | -34.3% | -34.5% |
| All | -37.7% | -2.8% | -34.8% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling