-3.4%
TLT vs EPAM
+46.1%
-49.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.1% |
| 3M | -0.3% | +71.2% | -71.5% | -1.4% |
| 6M | -3.4% | +48.9% | -52.3% | -4.2% |
| All | -3.4% | +46.1% | -49.5% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling