+16.3%
TFC vs EPAM
-11.8%
+28.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | +0.3% | +9.1% | -8.7% | -0.3% |
| 30D | +9.2% | +38.5% | -29.3% | +6.1% |
| 3M | -2.9% | +61.0% | -63.9% | -7.0% |
| 6M | +3.5% | +58.0% | -54.5% | -1.4% |
| YTD | +5.4% | -23.5% | +28.9% | +6.0% |
| All | +16.3% | -11.8% | +28.1% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling