+1,317.1%
TSEM vs EPAM
+67.7%
+1,249.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.2% | +8.3% |
| 7D | +6.9% | +2.0% | +4.9% | +6.4% |
| 30D | +5.3% | +6.5% | -1.2% | +3.1% |
| 3M | -14.9% | +19.9% | -34.8% | -20.0% |
| 6M | +80.0% | -16.9% | +97.0% | +83.7% |
| YTD | +89.4% | -42.9% | +132.2% | +110.2% |
| 1Y | +253.1% | -30.4% | +283.5% | +270.6% |
| 3Y | +642.1% | -54.7% | +696.9% | +738.9% |
| 5Y | +659.1% | -81.8% | +740.9% | +944.1% |
| All | +1,317.1% | +67.7% | +1,249.4% | +543.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling