-39.5%
TRMB vs ITUB
+185.6%
-225.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | -5.4% | +1.0% | -6.4% | -5.6% |
| 30D | -2.0% | +10.7% | -12.7% | -4.3% |
| 3M | +12.3% | +10.1% | +2.3% | +9.4% |
| 6M | -17.6% | -0.1% | -17.5% | -18.0% |
| YTD | -27.5% | +18.4% | -45.9% | -30.9% |
| 1Y | -29.1% | +31.3% | -60.4% | -34.3% |
| 3Y | +11.5% | +124.6% | -113.1% | -9.2% |
| 5Y | -39.5% | +192.0% | -231.4% | -54.1% |
| All | -39.5% | +185.6% | -225.1% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling