+55.2%
TSEM vs EPAM
-11.8%
+67.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.6% | +12.4% | +10.3% |
| 7D | -2.0% | +9.1% | -11.0% | +3.0% |
| 30D | -33.4% | +38.5% | -71.9% | -24.4% |
| 3M | -39.7% | +61.0% | -100.6% | -28.0% |
| 6M | -27.8% | +58.0% | -85.9% | -9.2% |
| YTD | +29.7% | -23.5% | +53.2% | +75.9% |
| All | +55.2% | -11.8% | +67.0% | +90.1% |
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