+379.4%
TTD vs ITUB
+203.2%
+176.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.1% |
| 7D | +6.3% | +8.7% | -2.4% | +3.8% |
| 30D | -23.9% | -0.7% | -23.2% | -23.6% |
| 3M | -31.4% | +7.8% | -39.2% | -33.0% |
| 6M | -42.7% | -3.4% | -39.3% | -42.6% |
| YTD | -62.0% | +16.3% | -78.3% | -64.2% |
| 1Y | -72.2% | +29.8% | -102.0% | -74.8% |
| 3Y | -81.9% | +111.1% | -193.0% | -86.1% |
| 5Y | -81.5% | +173.6% | -255.1% | -87.2% |
| All | +379.4% | +203.2% | +176.2% | +198.5% |
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