+741.5%
TT vs ITUB
+176.3%
+565.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.5% |
| 7D | +3.5% | +3.7% | -0.2% | +2.7% |
| 30D | -11.0% | -24.9% | +13.9% | -6.1% |
| 3M | -12.0% | +0.8% | -12.8% | -13.4% |
| 6M | -10.4% | -6.6% | -3.8% | -10.5% |
| YTD | +9.9% | +7.8% | +2.1% | +6.2% |
| 1Y | +1.5% | +7.4% | -5.9% | -2.0% |
| 3Y | +93.7% | +78.8% | +14.9% | +64.7% |
| 5Y | +139.2% | +179.9% | -40.7% | +78.7% |
| 10Y | +741.5% | +170.9% | +570.6% | +516.9% |
| All | +741.5% | +176.3% | +565.2% | +516.9% |
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