+30.0%
TXG vs ITUB
+93.0%
-62.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +3.0% | +3.2% |
| 7D | +9.5% | +2.2% | +7.3% | +8.8% |
| 30D | +18.8% | +12.6% | +6.2% | +15.1% |
| 3M | +136.1% | +6.4% | +129.7% | +131.6% |
| 6M | +235.2% | +0.6% | +234.6% | +234.2% |
| YTD | +320.5% | +18.8% | +301.7% | +301.0% |
| 1Y | +425.2% | +31.0% | +394.2% | +387.8% |
| 3Y | +42.9% | +118.1% | -75.2% | +17.3% |
| 5Y | -62.8% | +193.0% | -255.9% | -71.5% |
| All | +30.0% | +93.0% | -62.9% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling