-16.6%
TLT vs EPAM
+170.1%
-186.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | -0.1% |
| 7D | +0.1% | +13.4% | -13.3% | +0.3% |
| 30D | +6.2% | +47.1% | -40.9% | +6.7% |
| 3M | +0.1% | +71.2% | -71.1% | +0.7% |
| 6M | -3.0% | +48.9% | -51.9% | -2.4% |
| YTD | -2.7% | -22.2% | +19.5% | -3.0% |
| 1Y | -4.8% | -5.2% | +0.3% | -4.8% |
| 3Y | +6.9% | -34.9% | +41.9% | +6.6% |
| 5Y | -34.5% | -77.4% | +43.0% | -36.5% |
| All | -16.6% | +170.1% | -186.7% | -3.0% |
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