-96.9%
TSLQ vs EPAM
-30.1%
-66.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.6% |
| 7D | -16.8% | +2.4% | -19.3% | -16.2% |
| 30D | -18.0% | +42.3% | -60.3% | -6.1% |
| 3M | -34.5% | +60.7% | -95.1% | -20.0% |
| 6M | -8.9% | +80.5% | -89.4% | +18.0% |
| YTD | -19.0% | -20.4% | +1.4% | -37.2% |
| 1Y | -38.2% | -9.6% | -28.6% | -46.9% |
| 3Y | -96.9% | -30.5% | -66.4% | -96.7% |
| All | -96.9% | -30.1% | -66.8% | -96.7% |
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 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