+405.4%
TXG vs ITUB
+9.0%
+396.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.2% | +2.6% |
| 7D | -19.3% | -1.6% | -17.6% | -18.8% |
| 30D | -30.9% | -26.6% | -4.3% | -25.7% |
| 3M | +41.1% | -11.1% | +52.2% | +41.3% |
| 6M | +211.9% | -13.1% | +225.0% | +215.6% |
| YTD | +314.0% | +3.9% | +310.1% | +306.1% |
| 1Y | +405.4% | +9.8% | +395.6% | +403.2% |
| All | +405.4% | +9.0% | +396.4% | +403.2% |
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