+168.8%
TYL vs ITUB
+143.4%
+25.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.8% |
| 7D | +3.5% | +5.5% | -2.0% | +2.9% |
| 30D | +26.9% | -25.6% | +52.5% | +30.5% |
| 3M | +33.8% | -4.7% | +38.5% | +33.7% |
| 6M | +28.8% | -8.6% | +37.5% | +29.0% |
| YTD | -7.9% | +7.9% | -15.8% | -10.0% |
| 1Y | -9.8% | +11.2% | -21.0% | -12.3% |
| 3Y | +1.2% | +82.6% | -81.5% | -8.2% |
| 5Y | -22.8% | +192.7% | -215.5% | -34.6% |
| 10Y | +168.8% | +144.7% | +24.1% | +121.7% |
| All | +168.8% | +143.4% | +25.4% | +121.7% |
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 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