+4,060.1%
TT vs ITUB
+1,733.1%
+2,327.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +0.8% | +4.9% | -4.1% | -0.6% |
| 30D | -11.8% | -27.2% | +15.5% | -4.0% |
| 3M | -11.6% | -6.1% | -5.5% | -11.5% |
| 6M | -9.3% | -10.7% | +1.4% | -8.2% |
| YTD | +8.9% | +5.5% | +3.4% | +4.5% |
| 1Y | -2.2% | +7.8% | -10.1% | -7.0% |
| 3Y | +91.9% | +75.0% | +16.9% | +54.1% |
| 5Y | +136.0% | +178.6% | -42.6% | +58.0% |
| 10Y | +734.7% | +162.9% | +571.9% | +401.5% |
| All | +4,060.1% | +1,733.1% | +2,327.0% | +1,351.4% |
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