-12.6%
TLT vs EPAM
+157.4%
-170.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.1% | +2.4% | -5.5% | -3.1% |
| 30D | +1.0% | +42.3% | -41.3% | +1.5% |
| 3M | -2.7% | +60.7% | -63.4% | -2.2% |
| 6M | -4.1% | +80.5% | -84.6% | -3.4% |
| YTD | -5.4% | -20.4% | +15.0% | -5.6% |
| 1Y | -7.0% | -9.6% | +2.6% | -7.1% |
| 3Y | +2.8% | -30.5% | +33.3% | +2.6% |
| 5Y | -35.4% | -75.7% | +40.3% | -37.2% |
| All | -12.6% | +157.4% | -170.0% | +1.6% |
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