+850.1%
TRGP vs ITUB
+220.1%
+630.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +0.1% | +2.2% | -2.1% | -0.9% |
| 30D | +8.0% | +12.6% | -4.6% | +2.6% |
| 3M | +8.3% | +6.4% | +1.8% | +4.9% |
| 6M | +23.9% | +0.6% | +23.3% | +21.6% |
| YTD | +59.6% | +18.8% | +40.8% | +44.8% |
| 1Y | +79.4% | +31.0% | +48.4% | +55.3% |
| 3Y | +269.4% | +118.1% | +151.4% | +145.1% |
| 5Y | +641.6% | +193.0% | +448.6% | +302.6% |
| All | +850.1% | +220.1% | +630.0% | +402.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling