+4,327.8%
TT vs ITUB
+1,920.1%
+2,407.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | 0.0% | +8.7% | -8.7% | -2.6% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -3.0% | +7.8% | -10.8% | -5.5% |
| 6M | +1.4% | -3.4% | +4.8% | +1.8% |
| YTD | +15.9% | +16.3% | -0.4% | +9.8% |
| 1Y | +9.4% | +29.8% | -20.4% | 0.0% |
| 3Y | +124.4% | +111.1% | +13.3% | +73.1% |
| 5Y | +138.0% | +173.6% | -35.5% | +61.9% |
| 10Y | +886.4% | +193.2% | +693.1% | +479.4% |
| All | +4,327.8% | +1,920.1% | +2,407.7% | +1,425.3% |
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