+198.3%
TFC vs EPAM
+751.2%
-552.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.6% |
| 7D | +2.4% | +2.0% | +0.5% | +2.0% |
| 30D | -1.3% | +6.5% | -7.8% | -3.1% |
| 3M | +6.1% | +19.9% | -13.9% | +1.1% |
| 6M | +7.3% | -16.9% | +24.3% | +9.9% |
| YTD | +8.2% | -42.9% | +51.1% | +18.8% |
| 1Y | +14.4% | -30.4% | +44.8% | +20.1% |
| 3Y | +93.7% | -54.7% | +148.4% | +116.3% |
| 5Y | +16.4% | -81.8% | +98.2% | +44.5% |
| 10Y | +101.6% | +65.5% | +36.1% | +51.2% |
| All | +198.3% | +751.2% | -552.9% | +84.6% |
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 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