-24.5%
MELI vs TXG
+406.9%
-431.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +4.3% |
| 7D | +4.0% | -19.3% | +23.2% | +6.2% |
| 30D | -6.5% | -30.9% | +24.4% | -3.2% |
| 3M | -7.9% | +41.1% | -48.9% | -13.3% |
| 6M | -4.1% | +211.9% | -215.9% | -19.7% |
| YTD | -13.6% | +314.0% | -327.6% | -29.5% |
| 1Y | -24.5% | +405.4% | -429.9% | -38.8% |
| All | -24.5% | +406.9% | -431.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling