Theo has joined La Real on a season-long loan after a tough 12 months at Madrid.
He told AS: "I had a lot of offers, but I think I made the right decision.
"I really want to do my best. The season I did in Alavés was amazing, and maybe during my year at Real Madrid I was not one hundred percent, at my maximum level.
"Here, I want to give everything, I came to improve myself as a footballer and as a person."