+645.9%
TRGP vs ITUB
+185.6%
+460.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | -0.6% | +1.0% | -1.5% | -0.8% |
| 30D | +10.0% | +10.7% | -0.7% | +7.2% |
| 3M | +7.6% | +10.1% | -2.5% | +4.8% |
| 6M | +26.8% | -0.1% | +26.9% | +25.8% |
| YTD | +60.6% | +18.4% | +42.1% | +51.3% |
| 1Y | +82.5% | +31.3% | +51.2% | +66.6% |
| 3Y | +265.0% | +124.6% | +140.4% | +175.9% |
| 5Y | +645.9% | +192.0% | +453.9% | +387.9% |
| All | +645.9% | +185.6% | +460.2% | +387.9% |
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