+486.7%
TLN vs EPAM
-31.1%
+517.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +20.6% | -23.9% | -4.1% |
| 7D | -9.4% | +23.0% | -32.4% | -10.3% |
| 30D | -15.2% | +51.6% | -66.8% | -17.4% |
| 3M | -4.1% | +50.8% | -54.9% | -6.9% |
| 6M | -17.8% | +51.1% | -69.0% | -19.8% |
| YTD | -15.6% | -19.1% | +3.5% | -8.9% |
| 1Y | -21.6% | +3.0% | -24.6% | -20.1% |
| All | +486.7% | -31.1% | +517.7% | +552.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling