-31.0%
TRMB vs ITUB
+9.0%
-40.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.3% | -20.6% | -17.5% |
| 7D | -15.7% | -1.6% | -14.1% | -15.5% |
| 30D | -7.8% | -26.6% | +18.9% | -4.9% |
| 3M | -9.3% | -11.1% | +1.8% | -9.0% |
| 6M | -20.8% | -13.1% | -7.7% | -20.4% |
| YTD | -30.8% | +3.9% | -34.6% | -32.0% |
| 1Y | -31.0% | +9.8% | -40.7% | -33.4% |
| All | -31.0% | +9.0% | -40.0% | -33.4% |
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