+36.0%
TSM vs EPAM
-15.2%
+51.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.3% |
| 7D | -10.0% | +0.8% | -10.8% | -9.8% |
| 30D | -18.5% | +24.9% | -43.5% | -15.9% |
| 3M | -4.9% | +22.6% | -27.5% | -1.8% |
| 6M | -1.0% | +24.2% | -25.2% | +6.8% |
| YTD | +31.3% | -33.0% | +64.2% | +45.0% |
| 1Y | +36.0% | -13.3% | +49.3% | +43.0% |
| All | +36.0% | -15.2% | +51.2% | +43.0% |
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