-1.4%
TLT vs EPAM
-32.1%
+30.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.2% |
| 7D | -0.4% | +2.0% | -2.4% | -0.4% |
| 30D | -0.6% | +6.5% | -7.1% | -0.7% |
| 3M | -2.7% | +19.9% | -22.7% | -2.7% |
| 6M | -5.6% | -16.9% | +11.3% | -5.7% |
| YTD | -2.8% | -42.9% | +40.1% | -3.2% |
| 1Y | -1.4% | -30.4% | +28.9% | -1.2% |
| All | -1.4% | -32.1% | +30.7% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling