+966.1%
MELI vs TYL
+100.8%
+865.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +3.0% |
| 7D | -4.3% | -11.5% | +7.3% | +3.8% |
| 30D | -1.7% | +3.9% | -5.6% | -4.6% |
| 3M | +20.0% | +10.8% | +9.2% | +9.9% |
| 6M | +9.4% | -5.3% | +14.7% | +10.3% |
| YTD | -5.4% | -26.1% | +20.7% | +11.0% |
| 1Y | -18.8% | -38.5% | +19.7% | +8.5% |
| 3Y | +33.5% | -14.5% | +47.9% | +26.6% |
| 5Y | +3.2% | -28.9% | +32.1% | +17.2% |
| All | +966.1% | +100.8% | +865.3% | +549.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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