+136.0%
TT vs ITUB
+182.0%
-46.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.5% |
| 7D | +0.8% | +4.9% | -4.1% | 0.0% |
| 30D | -11.8% | -27.2% | +15.5% | -7.2% |
| 3M | -11.6% | -6.1% | -5.5% | -11.8% |
| 6M | -9.3% | -10.7% | +1.4% | -8.8% |
| YTD | +8.9% | +5.5% | +3.4% | +6.1% |
| 1Y | -2.2% | +7.8% | -10.1% | -5.2% |
| 3Y | +91.9% | +75.0% | +16.9% | +68.3% |
| 5Y | +136.0% | +178.6% | -42.6% | +87.1% |
| All | +136.0% | +182.0% | -46.0% | +87.1% |
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