+87.9%
TRGP vs ITUB
+9.0%
+78.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -4.6% |
| 7D | -6.5% | -1.6% | -4.8% | -6.4% |
| 30D | -0.4% | -26.6% | +26.2% | +0.4% |
| 3M | +8.8% | -11.1% | +19.9% | +9.4% |
| 6M | +11.0% | -13.1% | +24.1% | +11.8% |
| YTD | +57.4% | +3.9% | +53.5% | +52.8% |
| 1Y | +87.9% | +9.8% | +78.1% | +78.1% |
| All | +87.9% | +9.0% | +78.8% | +78.1% |
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