+961.1%
MELI vs TCOM
-9.8%
+970.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.1% | -4.9% | +0.8% | -2.4% |
| 30D | +3.8% | -14.4% | +18.2% | +9.4% |
| 3M | +17.8% | -17.7% | +35.5% | +25.2% |
| 6M | +7.4% | -25.1% | +32.5% | +17.8% |
| YTD | -5.8% | -45.7% | +39.9% | +13.8% |
| 1Y | -18.9% | -47.9% | +29.0% | -0.7% |
| 3Y | +33.3% | +8.9% | +24.4% | +14.4% |
| 5Y | +2.7% | +26.9% | -24.1% | -23.9% |
| All | +961.1% | -9.8% | +970.9% | +751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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