+75.7%
TFC vs EPAM
+157.4%
-81.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +2.3% | +2.4% | -0.1% | +1.7% |
| 30D | +10.8% | +42.3% | -31.5% | +1.7% |
| 3M | -3.8% | +60.7% | -64.4% | -14.3% |
| 6M | +9.6% | +80.5% | -70.9% | -6.3% |
| YTD | +5.8% | -20.4% | +26.2% | +8.0% |
| 1Y | +16.2% | -9.6% | +25.8% | +15.0% |
| 3Y | +96.0% | -30.5% | +126.5% | +99.1% |
| 5Y | +1.7% | -75.7% | +77.4% | +24.4% |
| All | +75.7% | +157.4% | -81.7% | +0.3% |
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