+297.8%
TD vs EPAM
+66.7%
+231.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.0% |
| 7D | +0.3% | +2.0% | -1.6% | 0.0% |
| 30D | +0.4% | +6.5% | -6.1% | -0.9% |
| 3M | +7.6% | +19.9% | -12.3% | +3.7% |
| 6M | +25.0% | -16.9% | +41.9% | +27.3% |
| YTD | +31.0% | -42.9% | +73.9% | +40.9% |
| 1Y | +65.2% | -30.4% | +95.6% | +71.2% |
| 3Y | +122.5% | -54.7% | +177.2% | +141.2% |
| 5Y | +124.8% | -81.8% | +206.6% | +174.5% |
| All | +297.8% | +66.7% | +231.1% | +175.6% |
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