-97.2%
TSLQ vs EPAM
-61.4%
-35.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -8.7% |
| 7D | -8.6% | -0.9% | -7.7% | -8.8% |
| 30D | -24.9% | +18.4% | -43.2% | -17.9% |
| 3M | -1.5% | +19.2% | -20.7% | +8.3% |
| 6M | -18.1% | -21.0% | +2.9% | -28.9% |
| YTD | -0.1% | -43.7% | +43.6% | -27.8% |
| 1Y | -51.4% | -29.9% | -21.5% | -58.7% |
| 3Y | -95.9% | -56.5% | -39.4% | -96.5% |
| All | -97.2% | -61.4% | -35.9% | -97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling