-6.4%
TSLL vs MELI
+8.6%
-14.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.4% |
| 7D | +17.8% | -1.2% | +19.1% | +18.7% |
| 30D | +8.2% | -18.9% | +27.1% | +24.0% |
| 3M | +20.9% | -18.4% | +39.3% | +36.8% |
| 6M | -37.5% | -4.5% | -33.0% | -37.0% |
| YTD | -44.5% | -26.0% | -18.5% | -35.0% |
| 1Y | -33.0% | -26.6% | -6.4% | -21.8% |
| 3Y | -6.4% | +8.2% | -14.6% | -5.8% |
| All | -6.4% | +8.6% | -14.9% | -5.8% |
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