-16.7%
TRI vs ITUB
+9.0%
-25.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.3% | +3.1% | +6.7% |
| 7D | +1.0% | -1.6% | +2.6% | +0.7% |
| 30D | +20.8% | -26.6% | +47.4% | +16.2% |
| 3M | +8.1% | -11.1% | +19.2% | +8.2% |
| 6M | +24.2% | -13.1% | +37.3% | +24.0% |
| YTD | -7.8% | +3.9% | -11.6% | -9.4% |
| 1Y | -16.7% | +9.8% | -26.4% | -20.1% |
| All | -16.7% | +9.0% | -25.7% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling