+51.6%
MELI vs TLN
+602.5%
-550.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -3.0% |
| 7D | -1.9% | +10.9% | -12.8% | -3.1% |
| 30D | +5.8% | -6.3% | +12.1% | +6.5% |
| 3M | +19.5% | -10.7% | +30.2% | +20.3% |
| 6M | +7.7% | +1.6% | +6.1% | +6.2% |
| YTD | -4.4% | -13.1% | +8.7% | -4.4% |
| 1Y | -17.9% | -15.1% | -2.9% | -17.8% |
| 3Y | +34.9% | +495.0% | -460.1% | +2.7% |
| All | +51.6% | +602.5% | -550.9% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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