+3,789.7%
TSM vs EPAM
+1,058.6%
+2,731.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.2% | +7.1% |
| 7D | -7.6% | +13.4% | -20.9% | -10.7% |
| 30D | -20.5% | +47.1% | -67.6% | -27.4% |
| 3M | -10.0% | +71.2% | -81.2% | -20.8% |
| 6M | -10.1% | +48.9% | -59.0% | -19.9% |
| YTD | +24.5% | -22.2% | +46.8% | +26.9% |
| 1Y | +31.2% | -5.2% | +36.3% | +27.4% |
| 3Y | +322.0% | -34.9% | +356.9% | +331.0% |
| 5Y | +245.3% | -77.4% | +322.7% | +317.8% |
| 10Y | +1,465.8% | +158.1% | +1,307.7% | +1,003.1% |
| All | +3,789.7% | +1,058.6% | +2,731.1% | +2,195.8% |
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