+476.5%
TSEM vs EPAM
-30.1%
+506.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -7.0% |
| 7D | +7.0% | +2.4% | +4.5% | +7.1% |
| 30D | -29.8% | +42.3% | -72.1% | -29.8% |
| 3M | -41.9% | +60.7% | -102.6% | -42.4% |
| 6M | -45.8% | +80.5% | -126.2% | -47.6% |
| YTD | +25.1% | -20.4% | +45.5% | +44.5% |
| 1Y | +48.2% | -9.6% | +57.8% | +65.5% |
| 3Y | +476.5% | -30.5% | +507.0% | +487.2% |
| All | +476.5% | -30.1% | +506.6% | +487.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling