-12.5%
TLT vs EPAM
+163.7%
-176.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.3% | +9.1% | -8.8% | +0.4% |
| 30D | +5.1% | +38.5% | -33.4% | +5.5% |
| 3M | -0.2% | +61.0% | -61.1% | +0.4% |
| 6M | -2.9% | +58.0% | -61.0% | -2.3% |
| YTD | -2.7% | -23.5% | +20.8% | -3.0% |
| 1Y | -4.6% | -10.5% | +5.9% | -4.7% |
| 3Y | +6.1% | -33.8% | +39.9% | +5.8% |
| 5Y | -35.1% | -78.1% | +43.0% | -37.2% |
| 10Y | -12.5% | +157.7% | -170.2% | +2.0% |
| All | -12.5% | +163.7% | -176.2% | +2.0% |
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