+911.5%
TT vs ITUB
+219.0%
+692.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -1.0% | +1.0% | -1.9% | -1.2% |
| 30D | -8.9% | +10.7% | -19.6% | -11.0% |
| 3M | -1.8% | +10.1% | -11.9% | -4.2% |
| 6M | +1.9% | -0.1% | +2.0% | +1.5% |
| YTD | +13.8% | +18.4% | -4.6% | +9.1% |
| 1Y | +6.1% | +31.3% | -25.1% | -0.7% |
| 3Y | +119.6% | +124.6% | -5.0% | +80.3% |
| 5Y | +145.9% | +192.0% | -46.1% | +84.7% |
| All | +911.5% | +219.0% | +692.5% | +604.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling