+1,410.4%
TSM vs EPAM
+170.1%
+1,240.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.2% | +7.1% |
| 7D | -7.6% | +13.4% | -20.9% | -11.0% |
| 30D | -20.5% | +47.1% | -67.6% | -28.1% |
| 3M | -10.0% | +71.2% | -81.2% | -21.9% |
| 6M | -10.1% | +48.9% | -59.0% | -20.9% |
| YTD | +24.5% | -22.2% | +46.8% | +27.8% |
| 1Y | +31.2% | -5.2% | +36.3% | +27.3% |
| 3Y | +322.0% | -34.9% | +356.9% | +333.4% |
| 5Y | +245.3% | -77.4% | +322.7% | +352.7% |
| All | +1,410.4% | +170.1% | +1,240.3% | +660.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling