+80.5%
TSEM vs EPAM
-15.2%
+95.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.2% | -8.9% |
| 7D | -23.1% | +0.8% | -23.9% | -22.7% |
| 30D | -40.4% | +24.9% | -65.3% | -36.2% |
| 3M | -37.9% | +22.6% | -60.5% | -33.6% |
| 6M | -30.8% | +24.2% | -55.0% | -18.0% |
| YTD | +26.7% | -33.0% | +59.7% | +64.1% |
| 1Y | +80.5% | -13.3% | +93.8% | +89.0% |
| All | +80.5% | -15.2% | +95.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 1y: compounded portfolio wealth divided by compounded EPAM 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…
1y analysis · Full analysis span regression · 6 months rolling