+101.5%
TD vs EPAM
-77.4%
+178.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.2% |
| 7D | -1.7% | +13.4% | -15.1% | -3.0% |
| 30D | +8.2% | +47.1% | -38.8% | +4.3% |
| 3M | +1.7% | +71.2% | -69.5% | -3.5% |
| 6M | +14.2% | +48.9% | -34.7% | +9.2% |
| YTD | +32.8% | -22.2% | +55.0% | +35.0% |
| 1Y | +55.5% | -5.2% | +60.7% | +54.7% |
| 3Y | +129.6% | -34.9% | +164.6% | +133.4% |
| All | +101.5% | -77.4% | +178.9% | +119.5% |
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 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