+2,631.8%
TRMB vs ITUB
+1,959.7%
+672.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.8% |
| 7D | -0.3% | +8.2% | -8.5% | -2.7% |
| 30D | -1.2% | +4.7% | -5.9% | -2.8% |
| 3M | +9.6% | +13.0% | -3.4% | +5.0% |
| 6M | -16.1% | +4.2% | -20.3% | -17.8% |
| YTD | -25.0% | +18.6% | -43.5% | -29.7% |
| 1Y | -27.7% | +31.3% | -58.9% | -34.5% |
| 3Y | +15.3% | +124.9% | -109.6% | -13.0% |
| 5Y | -37.4% | +195.6% | -233.0% | -58.3% |
| 10Y | +117.5% | +196.4% | -78.9% | +29.6% |
| All | +2,631.8% | +1,959.7% | +672.1% | +846.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling