+253.1%
TSEM vs EPAM
-32.1%
+285.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.2% | +7.2% |
| 7D | +6.9% | +2.0% | +4.9% | +7.5% |
| 30D | +5.3% | +6.5% | -1.2% | +7.6% |
| 3M | -14.9% | +19.9% | -34.8% | -7.3% |
| 6M | +80.0% | -16.9% | +97.0% | +105.6% |
| YTD | +89.4% | -42.9% | +132.2% | +126.9% |
| 1Y | +253.1% | -30.4% | +283.5% | +301.2% |
| All | +253.1% | -32.1% | +285.2% | +301.2% |
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