+288.1%
TJX vs EPAM
+63.0%
+225.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | -4.0% | -2.2% | -1.8% | -3.6% |
| 30D | -20.3% | +17.8% | -38.1% | -22.7% |
| 3M | -23.3% | +19.9% | -43.2% | -26.4% |
| 6M | -19.7% | -21.6% | +1.9% | -17.2% |
| YTD | -17.1% | -44.0% | +26.9% | -10.0% |
| 1Y | -8.8% | -30.5% | +21.7% | -5.3% |
| 3Y | +43.4% | -56.8% | +100.2% | +57.7% |
| 5Y | +95.2% | -81.7% | +176.9% | +143.1% |
| 10Y | +288.1% | +68.4% | +219.6% | +147.3% |
| All | +288.1% | +63.0% | +225.0% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling