+17.0%
TFC vs EPAM
-4.9%
+21.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.7% |
| 7D | +1.2% | +13.4% | -12.2% | +0.2% |
| 30D | +8.3% | +47.1% | -38.7% | +4.6% |
| 3M | -5.2% | +71.2% | -76.3% | -9.8% |
| 6M | -0.8% | +48.9% | -49.7% | -4.9% |
| YTD | +3.4% | -22.2% | +25.7% | +4.4% |
| 1Y | +17.0% | -5.2% | +22.2% | +9.3% |
| All | +17.0% | -4.9% | +21.9% | +9.3% |
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 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