+33.3%
MELI vs TXG
+43.8%
-10.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | -4.1% | +9.5% | -13.6% | -5.2% |
| 30D | +3.8% | +18.8% | -15.0% | +1.4% |
| 3M | +17.8% | +136.1% | -118.3% | +5.1% |
| 6M | +7.4% | +235.2% | -227.8% | -8.5% |
| YTD | -5.8% | +320.5% | -326.3% | -22.2% |
| 1Y | -18.9% | +425.2% | -444.0% | -35.4% |
| 3Y | +33.3% | +42.9% | -9.6% | +22.3% |
| All | +33.3% | +43.8% | -10.4% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling