-47.6%
TAP vs EPAM
+165.6%
-213.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -8.0% | +18.5% | -26.5% | -9.8% |
| 30D | +4.1% | +44.0% | -40.0% | 0.0% |
| 3M | -4.4% | +63.0% | -67.3% | -9.3% |
| 6M | -1.9% | +67.3% | -69.2% | -7.7% |
| YTD | -12.1% | -20.5% | +8.5% | -11.5% |
| 1Y | -12.0% | -9.6% | -2.4% | -12.7% |
| 3Y | -25.0% | -30.8% | +5.8% | -25.0% |
| 5Y | -1.1% | -75.6% | +74.5% | +7.7% |
| 10Y | -47.6% | +159.6% | -207.2% | -67.4% |
| All | -47.6% | +165.6% | -213.3% | -67.4% |
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 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