-14.4%
TAP vs EPAM
-32.1%
+17.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.1% |
| 7D | -2.3% | +2.0% | -4.3% | -2.5% |
| 30D | -2.1% | +6.5% | -8.7% | -3.2% |
| 3M | +6.6% | +19.9% | -13.3% | +3.5% |
| 6M | -11.5% | -16.9% | +5.4% | -11.8% |
| YTD | -10.3% | -42.9% | +32.6% | -9.6% |
| 1Y | -14.4% | -30.4% | +16.0% | -15.3% |
| All | -14.4% | -32.1% | +17.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling