+1,598.5%
TSM vs EPAM
+168.6%
+1,429.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.6% | +1.0% |
| 7D | -2.1% | +18.8% | -20.9% | -6.6% |
| 30D | -12.5% | +44.9% | -57.5% | -20.6% |
| 3M | -5.0% | +68.6% | -73.6% | -17.2% |
| 6M | -3.2% | +65.4% | -68.6% | -17.1% |
| YTD | +31.5% | -19.9% | +51.4% | +34.1% |
| 1Y | +35.7% | -10.0% | +45.7% | +33.9% |
| 3Y | +323.5% | -30.3% | +353.8% | +327.3% |
| 5Y | +263.4% | -75.7% | +339.0% | +364.8% |
| 10Y | +1,598.5% | +167.2% | +1,431.3% | +745.5% |
| All | +1,598.5% | +168.6% | +1,429.9% | +745.5% |
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