-97.2%
TSLQ vs ITUB
+223.6%
-320.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.8% |
| 7D | -6.6% | +2.2% | -8.8% | -5.3% |
| 30D | -24.3% | +12.6% | -36.9% | -18.0% |
| 3M | -3.6% | +6.4% | -10.0% | +1.7% |
| 6M | -12.0% | +0.6% | -12.5% | -8.1% |
| YTD | +1.4% | +18.8% | -17.5% | +17.4% |
| 1Y | -43.6% | +31.0% | -74.6% | -30.2% |
| 3Y | -95.4% | +118.1% | -213.5% | -92.4% |
| All | -97.2% | +223.6% | -320.8% | -95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling