+38.3%
TXG vs ITUB
+120.1%
-81.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.6% |
| 7D | +5.0% | +1.0% | +4.0% | +4.5% |
| 30D | +13.5% | +10.7% | +2.8% | +8.2% |
| 3M | +128.0% | +10.1% | +118.0% | +116.5% |
| 6M | +224.4% | -0.1% | +224.6% | +223.8% |
| YTD | +307.0% | +18.4% | +288.6% | +271.7% |
| 1Y | +427.2% | +31.3% | +396.0% | +355.1% |
| All | +38.3% | +120.1% | -81.8% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling