-60.9%
TSLL vs EPAM
+4.5%
-65.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +20.6% | -42.5% | -19.1% |
| 7D | -28.9% | +23.0% | -51.9% | -26.3% |
| 30D | -21.4% | +51.6% | -73.0% | -18.7% |
| 3M | +5.0% | +50.8% | -45.8% | +8.1% |
| 6M | -36.6% | +51.1% | -87.7% | -32.0% |
| YTD | -56.6% | -19.1% | -37.5% | -48.1% |
| 1Y | -60.9% | +3.0% | -63.8% | -57.2% |
| All | -60.9% | +4.5% | -65.4% | -57.2% |
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 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