+364.1%
TTD vs ITUB
+208.7%
+155.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.2% |
| 7D | -7.4% | +1.0% | -8.4% | -7.7% |
| 30D | +3.0% | +10.7% | -7.7% | -0.1% |
| 3M | -27.6% | +10.1% | -37.6% | -29.8% |
| 6M | -49.5% | -0.1% | -49.4% | -49.8% |
| YTD | -63.2% | +18.4% | -81.6% | -65.6% |
| 1Y | -69.7% | +31.3% | -101.0% | -72.7% |
| 3Y | -83.3% | +124.6% | -208.0% | -87.5% |
| 5Y | -80.8% | +192.0% | -272.8% | -86.9% |
| All | +364.1% | +208.7% | +155.4% | +187.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling