+296.9%
TSM vs EPAM
-31.1%
+327.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +20.6% | -31.4% | -11.2% |
| 7D | -18.2% | +23.0% | -41.2% | -18.8% |
| 30D | -26.8% | +51.6% | -78.4% | -28.3% |
| 3M | -14.5% | +50.8% | -65.3% | -16.5% |
| 6M | -10.0% | +51.1% | -61.2% | -11.6% |
| YTD | +17.1% | -19.1% | +36.2% | +27.4% |
| 1Y | +21.5% | +3.0% | +18.5% | +25.5% |
| All | +296.9% | -31.1% | +327.9% | +323.1% |
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