+1.9%
TYL vs ITUB
+85.1%
-83.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.3% |
| 7D | +6.7% | +3.7% | +3.0% | +6.5% |
| 30D | +26.5% | -24.1% | +50.6% | +27.6% |
| 3M | +37.3% | -9.6% | +46.8% | +37.4% |
| 6M | +31.2% | -11.5% | +42.7% | +31.4% |
| YTD | -7.4% | +5.5% | -12.9% | -9.7% |
| 1Y | -9.6% | +9.9% | -19.4% | -12.5% |
| 3Y | +1.9% | +84.8% | -82.9% | -9.0% |
| All | +1.9% | +85.1% | -83.2% | -9.0% |
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