+145.0%
TT vs ITUB
+181.4%
-36.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.8% |
| 7D | +1.6% | +8.2% | -6.7% | +0.1% |
| 30D | -7.3% | +4.7% | -12.0% | -8.2% |
| 3M | -2.6% | +13.0% | -15.6% | -5.0% |
| 6M | +5.9% | +4.2% | +1.7% | +4.8% |
| YTD | +15.4% | +18.6% | -3.2% | +11.8% |
| 1Y | +8.2% | +31.3% | -23.0% | +2.9% |
| 3Y | +122.7% | +124.9% | -2.2% | +91.6% |
| 5Y | +145.0% | +195.6% | -50.6% | +99.6% |
| All | +145.0% | +181.4% | -36.4% | +99.6% |
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 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