+1,328.2%
TTMI vs ITUB
+1,902.7%
-574.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.2% | -2.9% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | -4.5% | +2.6% | -7.1% | -5.7% |
| 3M | -28.5% | +8.4% | -37.0% | -30.9% |
| 6M | +28.4% | -0.5% | +28.9% | +28.5% |
| YTD | +80.1% | +15.3% | +64.8% | +70.4% |
| 1Y | +161.0% | +28.7% | +132.3% | +137.4% |
| 3Y | +862.4% | +118.7% | +743.8% | +608.8% |
| 5Y | +812.9% | +182.7% | +630.3% | +482.1% |
| 10Y | +1,094.7% | +207.6% | +887.1% | +532.4% |
| All | +1,328.2% | +1,902.7% | -574.6% | +171.5% |
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