+88.5%
TFC vs EPAM
+170.1%
-81.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.1% |
| 7D | +1.2% | +13.4% | -12.2% | -2.1% |
| 30D | +8.3% | +47.1% | -38.7% | -1.3% |
| 3M | -5.2% | +71.2% | -76.3% | -16.8% |
| 6M | -0.8% | +48.9% | -49.7% | -11.3% |
| YTD | +3.4% | -22.2% | +25.7% | +6.2% |
| 1Y | +17.0% | -5.2% | +22.2% | +14.5% |
| 3Y | +86.2% | -34.9% | +121.1% | +92.1% |
| 5Y | -2.3% | -77.4% | +75.1% | +22.2% |
| All | +88.5% | +170.1% | -81.6% | +9.0% |
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