+341.5%
TSM vs EPAM
-36.8%
+378.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.5% |
| 7D | -2.5% | +9.1% | -11.6% | -2.6% |
| 30D | -14.3% | +38.5% | -52.8% | -15.8% |
| 3M | -7.2% | +61.0% | -68.2% | -10.2% |
| 6M | -5.1% | +58.0% | -63.2% | -8.2% |
| YTD | +28.9% | -23.5% | +52.3% | +40.4% |
| 1Y | +37.1% | -10.5% | +47.6% | +44.4% |
| 3Y | +341.5% | -33.8% | +375.3% | +363.5% |
| All | +341.5% | -36.8% | +378.2% | +363.5% |
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 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