-43.6%
TSLQ vs ITUB
+31.4%
-74.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.7% |
| 7D | -6.6% | +2.2% | -8.8% | -4.7% |
| 30D | -24.3% | +12.6% | -36.9% | -15.2% |
| 3M | -3.6% | +6.4% | -10.0% | +3.7% |
| 6M | -12.0% | +0.6% | -12.5% | -6.6% |
| YTD | +1.4% | +18.8% | -17.5% | +24.0% |
| 1Y | -43.6% | +31.0% | -74.6% | -17.0% |
| All | -43.6% | +31.4% | -74.9% | -17.0% |
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