-97.2%
TSLQ vs ITUB
+222.8%
-320.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.0% | -9.9% | -6.8% |
| 7D | -8.6% | +8.2% | -16.8% | -3.7% |
| 30D | -24.9% | +4.7% | -29.6% | -22.0% |
| 3M | -1.5% | +13.0% | -14.5% | +7.8% |
| 6M | -18.1% | +4.2% | -22.2% | -12.8% |
| YTD | -0.1% | +18.6% | -18.7% | +15.5% |
| 1Y | -51.4% | +31.3% | -82.6% | -39.8% |
| 3Y | -95.9% | +124.9% | -220.8% | -93.2% |
| All | -97.2% | +222.8% | -320.0% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling