+581.7%
TLN vs EPAM
-55.2%
+636.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.1% | +3.9% |
| 7D | +7.1% | +2.0% | +5.1% | +6.9% |
| 30D | -3.9% | +6.5% | -10.4% | -4.6% |
| 3M | -16.2% | +19.9% | -36.1% | -17.6% |
| 6M | -5.8% | -16.9% | +11.1% | -2.7% |
| YTD | -15.4% | -42.9% | +27.4% | -8.0% |
| 1Y | -16.7% | -30.4% | +13.7% | -13.0% |
| 3Y | +473.8% | -54.7% | +528.5% | +519.2% |
| All | +581.7% | -55.2% | +636.9% | +634.7% |
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