+8.2%
MELI vs TYL
+1.3%
+6.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.2% | +0.8% | -2.1% | -1.4% |
| 30D | -18.9% | +21.1% | -40.0% | -22.5% |
| 3M | -18.4% | +28.9% | -47.3% | -23.3% |
| 6M | -4.5% | +42.0% | -46.5% | -12.7% |
| YTD | -26.0% | -6.6% | -19.4% | -24.4% |
| 1Y | -26.6% | -9.1% | -17.5% | -24.6% |
| 3Y | +8.2% | +1.8% | +6.4% | +6.0% |
| All | +8.2% | +1.3% | +6.9% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling