+42.2%
TSN vs EPAM
-33.7%
+75.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.1% | -0.5% |
| 7D | +4.6% | +13.4% | -8.8% | +3.7% |
| 30D | +15.4% | +47.1% | -31.6% | +12.4% |
| 3M | +2.9% | +71.2% | -68.3% | -1.1% |
| 6M | -10.8% | +48.9% | -59.7% | -13.9% |
| YTD | +4.5% | -22.2% | +26.7% | +5.1% |
| 1Y | +19.5% | -5.2% | +24.7% | +18.3% |
| 3Y | +42.2% | -34.9% | +77.2% | +33.0% |
| All | +42.2% | -33.7% | +75.9% | +33.0% |
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