+1,910.3%
TTWO vs ITUB
+1,957.3%
-47.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +2.1% |
| 7D | +1.3% | +1.0% | +0.3% | +1.1% |
| 30D | -13.4% | +10.7% | -24.1% | -15.5% |
| 3M | +3.1% | +10.1% | -7.0% | +0.5% |
| 6M | +3.8% | -0.1% | +3.9% | +3.1% |
| YTD | -15.3% | +18.4% | -33.7% | -19.2% |
| 1Y | -11.1% | +31.3% | -42.4% | -17.3% |
| 3Y | +52.0% | +124.6% | -72.6% | +23.1% |
| 5Y | +40.9% | +192.0% | -151.0% | +3.6% |
| 10Y | +407.6% | +216.0% | +191.7% | +226.5% |
| All | +1,910.3% | +1,957.3% | -47.0% | +858.0% |
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 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