+663.0%
TSEM vs EPAM
-81.9%
+744.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.2% | +8.1% |
| 7D | +6.9% | +2.0% | +4.9% | +6.7% |
| 30D | +5.3% | +6.5% | -1.2% | +4.3% |
| 3M | -14.9% | +19.9% | -34.8% | -17.3% |
| 6M | +80.0% | -16.9% | +97.0% | +84.4% |
| YTD | +89.4% | -42.9% | +132.2% | +104.6% |
| 1Y | +253.1% | -30.4% | +283.5% | +268.6% |
| 3Y | +642.1% | -54.7% | +696.9% | +704.9% |
| All | +663.0% | -81.9% | +744.9% | +879.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling