+436.0%
TD vs EPAM
+751.2%
-315.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | +7.6% | +19.9% | -12.3% | +4.1% |
| 6M | +25.0% | -16.9% | +41.9% | +27.0% |
| YTD | +31.0% | -42.9% | +73.9% | +39.7% |
| 1Y | +65.2% | -30.4% | +95.6% | +70.5% |
| 3Y | +122.5% | -54.7% | +177.2% | +138.9% |
| 5Y | +124.8% | -81.8% | +206.6% | +161.8% |
| 10Y | +298.2% | +65.5% | +232.8% | +221.1% |
| All | +436.0% | +751.2% | -315.2% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling