+2.9%
MELI vs TFC
+15.1%
-12.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -4.3% | -2.5% | -1.8% | -3.2% |
| 30D | -1.7% | -2.8% | +1.1% | -0.6% |
| 3M | +20.0% | +2.1% | +17.9% | +18.2% |
| 6M | +9.4% | +10.1% | -0.7% | +3.9% |
| YTD | -5.4% | +5.4% | -10.8% | -8.7% |
| 1Y | -18.8% | +16.3% | -35.2% | -25.4% |
| 3Y | +33.5% | +95.9% | -62.4% | -10.6% |
| All | +2.9% | +15.1% | -12.2% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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