-22.0%
TSN vs EPAM
-81.9%
+59.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -6.3% | +2.0% | -8.3% | -6.4% |
| 30D | -10.8% | +6.5% | -17.3% | -11.3% |
| 3M | -8.8% | +19.9% | -28.7% | -10.1% |
| 6M | -16.8% | -16.9% | +0.1% | -16.4% |
| YTD | -10.0% | -42.9% | +32.9% | -7.6% |
| 1Y | -5.3% | -30.4% | +25.1% | -4.1% |
| 3Y | +8.5% | -54.7% | +63.3% | +11.1% |
| All | -22.0% | -81.9% | +59.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling