+6,694.3%
MELI vs TFC
+161.2%
+6,533.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -6.5% | -1.3% | -5.2% | -5.9% |
| 30D | +2.8% | -2.3% | +5.2% | +3.8% |
| 3M | +14.3% | +2.5% | +11.9% | +12.4% |
| 6M | +6.0% | +9.5% | -3.4% | +1.0% |
| YTD | -6.8% | +5.1% | -11.9% | -9.9% |
| 1Y | -20.9% | +15.5% | -36.4% | -26.9% |
| 3Y | +31.4% | +95.2% | -63.8% | -8.0% |
| 5Y | -0.4% | +14.5% | -14.9% | -12.0% |
| 10Y | +951.2% | +97.2% | +854.0% | +512.4% |
| All | +6,694.3% | +161.2% | +6,533.0% | +3,096.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling