+961.1%
MELI vs TXT
+107.7%
+853.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | -4.1% | +2.5% | -6.6% | -5.1% |
| 30D | +3.8% | -8.9% | +12.6% | +7.8% |
| 3M | +17.8% | -13.6% | +31.4% | +24.5% |
| 6M | +7.4% | -13.1% | +20.5% | +12.9% |
| YTD | -5.8% | -7.0% | +1.2% | -4.1% |
| 1Y | -18.9% | -1.4% | -17.5% | -19.7% |
| 3Y | +33.3% | +7.0% | +26.4% | +23.1% |
| 5Y | +2.7% | +15.4% | -12.7% | -7.0% |
| All | +961.1% | +107.7% | +853.4% | +730.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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