-34.7%
TLT vs EPAM
-76.2%
+41.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -1.0% | +18.5% | -19.6% | -1.2% |
| 30D | +3.7% | +44.0% | -40.4% | +3.3% |
| 3M | -0.8% | +63.0% | -63.8% | -1.2% |
| 6M | -3.6% | +67.3% | -70.8% | -4.0% |
| YTD | -3.9% | -20.5% | +16.6% | -3.9% |
| 1Y | -6.2% | -9.6% | +3.4% | -6.3% |
| 3Y | +4.2% | -30.8% | +35.0% | +4.1% |
| 5Y | -34.7% | -75.6% | +41.0% | -35.0% |
| All | -34.7% | -76.2% | +41.5% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling