-44.9%
TAP vs EPAM
+157.4%
-202.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.3% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | +5.7% | +42.3% | -36.6% | +1.8% |
| 3M | -1.9% | +60.7% | -62.6% | -6.8% |
| 6M | +0.9% | +80.5% | -79.6% | -5.6% |
| YTD | -9.5% | -20.4% | +10.9% | -9.0% |
| 1Y | -9.0% | -9.6% | +0.6% | -9.6% |
| 3Y | -22.2% | -30.5% | +8.2% | -22.2% |
| 5Y | +1.2% | -75.7% | +76.9% | +10.3% |
| All | -44.9% | +157.4% | -202.3% | -65.5% |
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