-11.3%
TSN vs EPAM
+66.7%
-77.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -6.3% | +2.0% | -8.3% | -6.6% |
| 30D | -10.8% | +6.5% | -17.3% | -11.7% |
| 3M | -8.8% | +19.9% | -28.7% | -11.2% |
| 6M | -16.8% | -16.9% | +0.1% | -15.8% |
| YTD | -10.0% | -42.9% | +32.9% | -5.3% |
| 1Y | -5.3% | -30.4% | +25.1% | -2.8% |
| 3Y | +8.5% | -54.7% | +63.3% | +14.5% |
| 5Y | -22.9% | -81.8% | +58.9% | -11.1% |
| All | -11.3% | +66.7% | -77.9% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling