-49.8%
TAP vs EPAM
+170.1%
-219.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.9% | -0.6% | -4.1% |
| 7D | +0.5% | +13.4% | -12.9% | -0.9% |
| 30D | +9.1% | +47.1% | -37.9% | +4.7% |
| 3M | -3.8% | +71.2% | -75.0% | -9.2% |
| 6M | -3.4% | +48.9% | -52.4% | -8.0% |
| YTD | -10.6% | -22.2% | +11.6% | -9.9% |
| 1Y | -4.4% | -5.2% | +0.8% | -5.5% |
| 3Y | -24.4% | -34.9% | +10.6% | -23.8% |
| 5Y | +2.1% | -77.4% | +79.5% | +12.4% |
| All | -49.8% | +170.1% | -219.9% | -68.6% |
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 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