+471.3%
TSEM vs EPAM
-33.7%
+505.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.9% | +8.7% | +4.7% |
| 7D | -17.5% | +13.4% | -30.9% | -17.1% |
| 30D | -44.7% | +47.1% | -91.8% | -44.9% |
| 3M | -38.9% | +71.2% | -110.1% | -39.8% |
| 6M | -36.7% | +48.9% | -85.6% | -36.7% |
| YTD | +17.0% | -22.2% | +39.2% | +34.9% |
| 1Y | +62.8% | -5.2% | +68.0% | +78.3% |
| 3Y | +471.3% | -34.9% | +506.2% | +513.4% |
| All | +471.3% | -33.7% | +505.0% | +513.4% |
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