+1,300.5%
TXN vs ITUB
+1,902.7%
-602.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | +2.7% | 0.0% | +2.7% | +2.6% |
| 30D | -6.7% | +2.6% | -9.3% | -7.5% |
| 3M | -8.9% | +8.4% | -17.3% | -11.0% |
| 6M | +34.7% | -0.5% | +35.2% | +34.0% |
| YTD | +53.3% | +15.3% | +38.0% | +46.8% |
| 1Y | +45.0% | +28.7% | +16.3% | +34.8% |
| 3Y | +73.1% | +118.7% | -45.6% | +39.0% |
| 5Y | +59.9% | +182.7% | -122.8% | +16.3% |
| 10Y | +415.7% | +207.6% | +208.1% | +236.5% |
| All | +1,300.5% | +1,902.7% | -602.2% | +344.3% |
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