+2.4%
MELI vs TCOM
+29.4%
-27.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.1% | -4.9% | +0.8% | -2.6% |
| 30D | +3.8% | -14.4% | +18.2% | +8.9% |
| 3M | +17.8% | -17.7% | +35.5% | +24.6% |
| 6M | +7.4% | -25.1% | +32.5% | +16.9% |
| YTD | -5.8% | -45.7% | +39.9% | +12.0% |
| 1Y | -18.9% | -47.9% | +29.0% | -2.3% |
| 3Y | +33.3% | +8.9% | +24.4% | +12.9% |
| All | +2.4% | +29.4% | -27.0% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling