+3,558.2%
TSM vs EPAM
+1,105.1%
+2,453.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +20.6% | -31.4% | -14.8% |
| 7D | -18.2% | +23.0% | -41.2% | -22.3% |
| 30D | -26.8% | +51.6% | -78.4% | -33.5% |
| 3M | -14.5% | +50.8% | -65.3% | -22.9% |
| 6M | -10.0% | +51.1% | -61.2% | -20.0% |
| YTD | +17.1% | -19.1% | +36.2% | +18.5% |
| 1Y | +21.5% | +3.0% | +18.5% | +15.9% |
| 3Y | +300.4% | -31.2% | +331.5% | +304.4% |
| 5Y | +224.7% | -76.5% | +301.2% | +290.2% |
| 10Y | +1,372.7% | +168.4% | +1,204.2% | +930.3% |
| All | +3,558.2% | +1,105.1% | +2,453.1% | +2,044.2% |
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