-96.4%
TSLQ vs EPAM
-33.7%
-62.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.9% | -4.5% | -9.7% |
| 7D | +19.7% | +13.4% | +6.3% | +23.8% |
| 30D | +4.1% | +47.1% | -43.0% | +21.4% |
| 3M | -30.9% | +71.2% | -102.0% | -12.6% |
| 6M | -13.6% | +48.9% | -62.6% | -0.3% |
| YTD | -2.6% | -22.2% | +19.7% | -25.1% |
| 1Y | -10.4% | -5.2% | -5.3% | -19.4% |
| 3Y | -96.4% | -34.9% | -61.4% | -96.1% |
| All | -96.4% | -33.7% | -62.7% | -96.1% |
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