+1.8%
TYL vs ITUB
+81.0%
-79.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | 0.0% |
| 7D | +0.8% | +1.9% | -1.1% | +0.8% |
| 30D | +21.1% | -22.2% | +43.3% | +22.0% |
| 3M | +28.9% | +2.7% | +26.2% | +28.3% |
| 6M | +42.0% | -3.0% | +45.0% | +41.2% |
| YTD | -6.6% | +7.5% | -14.1% | -9.0% |
| 1Y | -9.1% | +10.5% | -19.5% | -12.0% |
| 3Y | +1.8% | +81.0% | -79.2% | -8.7% |
| All | +1.8% | +81.0% | -79.2% | -8.7% |
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