+2,207.9%
TRGP vs ITUB
+115.5%
+2,092.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.7% |
| 7D | -0.6% | +8.2% | -8.8% | -3.6% |
| 30D | +14.6% | +4.7% | +9.9% | +12.3% |
| 3M | +11.9% | +13.0% | -1.1% | +6.3% |
| 6M | +25.3% | +4.2% | +21.1% | +21.5% |
| YTD | +61.9% | +18.6% | +43.3% | +48.6% |
| 1Y | +87.3% | +31.3% | +56.0% | +64.6% |
| 3Y | +268.0% | +124.9% | +143.1% | +153.6% |
| 5Y | +638.2% | +195.6% | +442.6% | +336.5% |
| 10Y | +821.9% | +196.4% | +625.5% | +432.0% |
| All | +2,207.9% | +115.5% | +2,092.4% | +1,135.3% |
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