-60.3%
TSLL vs EPAM
-60.9%
+0.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +20.6% | -42.5% | -31.5% |
| 7D | -28.9% | +23.0% | -51.9% | -38.4% |
| 30D | -21.4% | +51.6% | -73.0% | -39.6% |
| 3M | +5.0% | +50.8% | -45.8% | -20.2% |
| 6M | -36.6% | +51.1% | -87.7% | -54.1% |
| YTD | -56.6% | -19.1% | -37.5% | -53.8% |
| 1Y | -60.9% | +3.0% | -63.8% | -65.5% |
| 3Y | -25.2% | -31.2% | +5.9% | -17.4% |
| All | -60.3% | -60.9% | +0.7% | -30.2% |
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 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