+4,331.8%
TSM vs EPAM
+751.2%
+3,580.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.2% | +3.4% |
| 7D | +2.7% | +2.0% | +0.8% | +2.3% |
| 30D | +3.6% | +6.5% | -2.9% | +1.7% |
| 3M | -3.4% | +19.9% | -23.3% | -8.7% |
| 6M | +20.6% | -16.9% | +37.5% | +23.2% |
| YTD | +41.9% | -42.9% | +84.7% | +56.3% |
| 1Y | +84.4% | -30.4% | +114.7% | +92.9% |
| 3Y | +380.2% | -54.7% | +435.0% | +436.5% |
| 5Y | +275.3% | -81.8% | +357.1% | +378.4% |
| 10Y | +1,751.4% | +65.5% | +1,685.9% | +1,336.5% |
| All | +4,331.8% | +751.2% | +3,580.6% | +2,727.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling