+829.0%
TTMI vs ITUB
+186.2%
+642.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.2% |
| 7D | +0.7% | +2.2% | -1.5% | -0.1% |
| 30D | -8.4% | +12.6% | -21.1% | -12.6% |
| 3M | -32.5% | +6.4% | -38.9% | -34.3% |
| 6M | +32.5% | +0.6% | +31.9% | +32.0% |
| YTD | +83.2% | +18.8% | +64.4% | +72.9% |
| 1Y | +161.7% | +31.0% | +130.7% | +139.5% |
| 3Y | +890.1% | +118.1% | +772.1% | +679.9% |
| All | +829.0% | +186.2% | +642.9% | +576.0% |
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 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