+961.1%
MELI vs TSEM
+1,313.0%
-351.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | -4.1% | -4.9% | +0.8% | -2.8% |
| 30D | +3.8% | -18.7% | +22.5% | +9.1% |
| 3M | +17.8% | -18.1% | +36.0% | +19.1% |
| 6M | +7.4% | +77.1% | -69.7% | -20.8% |
| YTD | -5.8% | +80.1% | -85.9% | -32.4% |
| 1Y | -18.9% | +220.4% | -239.2% | -53.9% |
| 3Y | +33.3% | +650.1% | -616.7% | -50.7% |
| 5Y | +2.7% | +628.9% | -626.2% | -62.4% |
| All | +961.1% | +1,313.0% | -351.8% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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