-97.0%
TSLQ vs EPAM
-60.8%
-36.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.4% | +14.4% | +10.9% |
| 7D | -5.8% | +2.0% | -7.7% | -4.5% |
| 30D | -22.1% | +6.5% | -28.6% | -18.3% |
| 3M | +10.1% | +19.9% | -9.9% | +21.3% |
| 6M | -6.8% | -16.9% | +10.2% | -16.9% |
| YTD | +8.5% | -42.9% | +51.4% | -20.9% |
| 1Y | -49.7% | -30.4% | -19.4% | -57.5% |
| 3Y | -95.6% | -54.7% | -40.9% | -96.2% |
| All | -97.0% | -60.8% | -36.2% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling