+769.2%
TSEM vs EPAM
+170.1%
+599.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.9% | +8.7% | +5.5% |
| 7D | -17.5% | +13.4% | -30.9% | -20.2% |
| 30D | -44.7% | +47.1% | -91.8% | -49.4% |
| 3M | -38.9% | +71.2% | -110.1% | -46.1% |
| 6M | -36.7% | +48.9% | -85.6% | -44.0% |
| YTD | +17.0% | -22.2% | +39.2% | +20.4% |
| 1Y | +62.8% | -5.2% | +68.0% | +59.2% |
| 3Y | +471.3% | -34.9% | +506.2% | +491.5% |
| 5Y | +290.3% | -77.4% | +367.7% | +422.9% |
| All | +769.2% | +170.1% | +599.1% | +238.5% |
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