-10.8%
TTWO vs ITUB
+30.8%
-41.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | -8.8% | +8.7% | -17.5% | -9.9% |
| 30D | -8.6% | -0.7% | -7.9% | -8.4% |
| 3M | -0.9% | +7.8% | -8.7% | -2.4% |
| 6M | -0.5% | -3.4% | +2.9% | -0.3% |
| YTD | -16.1% | +16.3% | -32.4% | -17.2% |
| 1Y | -10.8% | +29.8% | -40.6% | -14.5% |
| All | -10.8% | +30.8% | -41.6% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling