+1,124.0%
TTMI vs ITUB
+220.1%
+903.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +0.7% | +2.2% | -1.5% | 0.0% |
| 30D | -8.4% | +12.6% | -21.1% | -11.9% |
| 3M | -32.5% | +6.4% | -38.9% | -34.0% |
| 6M | +32.5% | +0.6% | +31.9% | +32.2% |
| YTD | +83.2% | +18.8% | +64.4% | +74.2% |
| 1Y | +161.7% | +31.0% | +130.7% | +142.1% |
| 3Y | +890.1% | +118.1% | +772.1% | +691.5% |
| 5Y | +832.4% | +193.0% | +639.4% | +569.2% |
| All | +1,124.0% | +220.1% | +903.9% | +758.0% |
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