+305.8%
TD vs EPAM
+163.7%
+142.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | -0.6% | +9.1% | -9.7% | -2.3% |
| 30D | +7.9% | +38.5% | -30.5% | +2.3% |
| 3M | +3.1% | +61.0% | -57.8% | -4.7% |
| 6M | +17.2% | +58.0% | -40.8% | +7.4% |
| YTD | +34.7% | -23.5% | +58.2% | +37.8% |
| 1Y | +56.9% | -10.5% | +67.4% | +56.2% |
| 3Y | +134.7% | -33.8% | +168.6% | +138.3% |
| 5Y | +104.8% | -78.1% | +182.9% | +146.9% |
| 10Y | +305.8% | +157.7% | +148.1% | +161.2% |
| All | +305.8% | +163.7% | +142.1% | +161.2% |
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