+4,092.0%
TT vs ITUB
+1,728.2%
+2,363.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | +8.1% | +1.1% | +7.0% | +7.7% |
| 30D | -11.3% | -25.4% | +14.2% | -4.2% |
| 3M | -11.2% | -0.3% | -10.9% | -12.7% |
| 6M | -8.9% | -8.0% | -1.0% | -8.6% |
| YTD | +9.7% | +5.2% | +4.5% | +5.4% |
| 1Y | +1.3% | +7.4% | -6.2% | -3.5% |
| 3Y | +93.4% | +74.5% | +18.8% | +55.4% |
| 5Y | +133.5% | +175.8% | -42.3% | +56.9% |
| 10Y | +739.9% | +164.4% | +575.5% | +403.5% |
| All | +4,092.0% | +1,728.2% | +2,363.9% | +1,363.5% |
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