+398.4%
TSM vs MELI
+32.5%
+366.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +2.6% | -4.3% | +6.9% | +3.7% |
| 30D | +1.4% | -1.7% | +3.2% | +1.6% |
| 3M | +5.0% | +20.0% | -15.1% | -0.5% |
| 6M | +24.0% | +9.4% | +14.5% | +19.9% |
| YTD | +41.6% | -5.4% | +46.9% | +41.2% |
| 1Y | +66.2% | -18.8% | +85.0% | +71.3% |
| All | +398.4% | +32.5% | +366.0% | +341.6% |
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