+419.8%
TXN vs ITUB
+220.1%
+199.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.5% | +3.7% |
| 7D | +4.0% | +2.2% | +1.8% | +3.4% |
| 30D | -2.9% | +12.6% | -15.5% | -5.6% |
| 3M | -9.1% | +6.4% | -15.5% | -10.6% |
| 6M | +36.6% | +0.6% | +36.0% | +35.6% |
| YTD | +57.5% | +18.8% | +38.6% | +50.2% |
| 1Y | +49.5% | +31.0% | +18.5% | +39.1% |
| 3Y | +76.5% | +118.1% | -41.5% | +44.4% |
| 5Y | +62.4% | +193.0% | -130.6% | +19.9% |
| All | +419.8% | +220.1% | +199.7% | +259.5% |
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 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