-33.3%
TSLL vs MELI
+40.6%
-73.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.3% |
| 30D | +17.8% | +2.9% | +14.9% | +14.7% |
| 3M | -37.0% | +21.0% | -58.0% | -45.3% |
| 6M | -37.7% | +11.8% | -49.5% | -44.0% |
| YTD | -51.4% | -1.8% | -49.6% | -52.5% |
| 1Y | -23.4% | -18.2% | -5.2% | -15.4% |
| All | -33.3% | +40.6% | -73.8% | -46.9% |
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