+45.7%
TSN vs EPAM
-30.2%
+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% | -0.8% | +0.1% | -0.6% |
| 7D | -0.3% | +18.5% | -18.8% | -1.5% |
| 30D | +11.8% | +44.0% | -32.3% | +8.9% |
| 3M | +7.1% | +63.0% | -55.9% | +3.3% |
| 6M | -9.2% | +67.3% | -76.4% | -13.0% |
| YTD | +4.8% | -20.5% | +25.3% | +5.2% |
| 1Y | +11.6% | -9.6% | +21.3% | +11.0% |
| All | +45.7% | -30.2% | +75.9% | +31.6% |
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