+185.1%
TFC vs EPAM
+1,058.6%
-873.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.2% |
| 7D | +1.2% | +13.4% | -12.2% | -1.9% |
| 30D | +8.3% | +47.1% | -38.7% | -0.5% |
| 3M | -5.2% | +71.2% | -76.3% | -15.9% |
| 6M | -0.8% | +48.9% | -49.7% | -10.5% |
| YTD | +3.4% | -22.2% | +25.7% | +5.8% |
| 1Y | +17.0% | -5.2% | +22.2% | +14.6% |
| 3Y | +86.2% | -34.9% | +121.1% | +91.6% |
| 5Y | -2.3% | -77.4% | +75.1% | +15.9% |
| 10Y | +93.9% | +158.1% | -64.2% | +32.8% |
| All | +185.1% | +1,058.6% | -873.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling