-55.4%
TSLL vs EPAM
-72.4%
+17.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.5% | -10.5% |
| 7D | +1.9% | +2.0% | -0.1% | +1.2% |
| 30D | +17.8% | +6.5% | +11.2% | +13.2% |
| 3M | -37.0% | +19.9% | -56.9% | -45.0% |
| 6M | -37.7% | -16.9% | -20.7% | -32.8% |
| YTD | -51.4% | -42.9% | -8.5% | -34.4% |
| 1Y | -23.4% | -30.4% | +7.0% | -11.5% |
| 3Y | -30.8% | -54.7% | +24.0% | +1.9% |
| All | -55.4% | -72.4% | +17.0% | -1.0% |
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