+84.7%
TFC vs EPAM
+163.7%
-79.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.3% |
| 7D | +0.3% | +9.1% | -8.7% | -2.1% |
| 30D | +9.2% | +38.5% | -29.3% | +0.8% |
| 3M | -2.9% | +61.0% | -63.9% | -13.6% |
| 6M | +3.5% | +58.0% | -54.5% | -8.7% |
| YTD | +5.4% | -23.5% | +28.9% | +8.6% |
| 1Y | +17.3% | -10.5% | +27.9% | +16.4% |
| 3Y | +96.7% | -33.8% | +130.5% | +102.1% |
| 5Y | -1.1% | -78.1% | +77.0% | +24.8% |
| 10Y | +84.7% | +157.7% | -73.0% | +7.0% |
| All | +84.7% | +163.7% | -79.0% | +7.0% |
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