-0.7%
TFC vs EPAM
-76.7%
+76.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -0.9% |
| 7D | +1.7% | +18.8% | -17.1% | -1.5% |
| 30D | +9.0% | +44.9% | -35.9% | +1.9% |
| 3M | -2.1% | +68.6% | -70.7% | -11.0% |
| 6M | +3.4% | +65.4% | -62.1% | -6.6% |
| YTD | +5.3% | -19.9% | +25.2% | +7.2% |
| 1Y | +16.2% | -10.0% | +26.2% | +15.7% |
| 3Y | +94.8% | -30.3% | +125.1% | +97.1% |
| 5Y | -0.7% | -75.7% | +75.0% | +3.8% |
| All | -0.7% | -76.7% | +76.1% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling