-35.3%
TSLL vs EPAM
-54.6%
+19.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.5% | -10.6% |
| 7D | +1.9% | +2.0% | -0.1% | +1.3% |
| 30D | +17.8% | +6.5% | +11.2% | +13.7% |
| 3M | -37.0% | +19.9% | -56.9% | -44.1% |
| 6M | -37.7% | -16.9% | -20.7% | -31.8% |
| YTD | -51.4% | -42.9% | -8.5% | -33.4% |
| 1Y | -23.4% | -30.4% | +7.0% | -10.8% |
| All | -35.3% | -54.6% | +19.3% | -11.1% |
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 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