-51.4%
TSLQ vs EPAM
-32.1%
-19.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -8.1% |
| 7D | -8.6% | -0.9% | -7.7% | -8.6% |
| 30D | -24.9% | +18.4% | -43.2% | -23.8% |
| 3M | -1.5% | +19.2% | -20.7% | -1.1% |
| 6M | -18.1% | -21.0% | +2.9% | -27.7% |
| YTD | -0.1% | -43.7% | +43.6% | -21.6% |
| 1Y | -51.4% | -29.9% | -21.5% | -55.1% |
| All | -51.4% | -32.1% | -19.3% | -55.1% |
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 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