-18.4%
TSLL vs MELI
+8.0%
-26.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +10.0% | +9.5% |
| 7D | -21.2% | -7.1% | -14.2% | -16.5% |
| 30D | -13.3% | -19.4% | +6.1% | -0.1% |
| 3M | +15.4% | -17.5% | +32.9% | +29.5% |
| 6M | -34.2% | -18.0% | -16.2% | -27.7% |
| YTD | -52.9% | -25.0% | -27.9% | -45.2% |
| 1Y | -54.3% | -29.1% | -25.3% | -44.9% |
| 3Y | -18.4% | +9.8% | -28.2% | -24.6% |
| All | -18.4% | +8.0% | -26.3% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 MELI 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