-80.9%
TTD vs ITUB
+186.4%
-267.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +3.7% | +2.6% | +1.1% | +2.7% |
| 3M | -30.2% | +8.4% | -38.6% | -32.2% |
| 6M | -51.4% | -0.5% | -50.9% | -51.7% |
| YTD | -63.4% | +15.3% | -78.7% | -65.9% |
| 1Y | -73.5% | +28.7% | -102.2% | -76.5% |
| 3Y | -83.5% | +118.7% | -202.1% | -88.3% |
| 5Y | -80.9% | +182.7% | -263.6% | -88.1% |
| All | -80.9% | +186.4% | -267.3% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling