+125.6%
TD vs EPAM
-81.9%
+207.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.1% |
| 7D | +0.3% | +2.0% | -1.6% | +0.1% |
| 30D | +0.4% | +6.5% | -6.1% | -0.4% |
| 3M | +7.6% | +19.9% | -12.3% | +5.3% |
| 6M | +25.0% | -16.9% | +41.9% | +26.7% |
| YTD | +31.0% | -42.9% | +73.9% | +37.4% |
| 1Y | +65.2% | -30.4% | +95.6% | +69.3% |
| 3Y | +122.5% | -54.7% | +177.2% | +134.4% |
| All | +125.6% | -81.9% | +207.5% | +144.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling