+508.5%
TTD vs ITUB
+175.8%
+332.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.7% |
| 7D | +21.3% | +1.9% | +19.4% | +20.7% |
| 30D | +28.7% | -22.2% | +50.9% | +37.2% |
| 3M | +7.7% | +2.7% | +5.0% | +5.0% |
| 6M | -23.5% | -3.0% | -20.5% | -24.4% |
| YTD | -58.7% | +7.5% | -66.2% | -60.9% |
| 1Y | -63.4% | +10.5% | -73.9% | -65.8% |
| 3Y | -75.3% | +81.0% | -156.3% | -80.5% |
| 5Y | -84.4% | +181.8% | -266.2% | -89.4% |
| All | +508.5% | +175.8% | +332.7% | +339.7% |
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