+5.8%
TLT vs EPAM
+1,058.6%
-1,052.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | -0.1% |
| 7D | +0.1% | +13.4% | -13.3% | +0.5% |
| 30D | +6.2% | +47.1% | -40.9% | +7.3% |
| 3M | -0.3% | +71.2% | -71.5% | +1.1% |
| 6M | -3.4% | +48.9% | -52.3% | -2.2% |
| YTD | -3.1% | -22.2% | +19.1% | -3.6% |
| 1Y | -5.2% | -5.2% | -0.1% | -5.1% |
| 3Y | +6.5% | -34.9% | +41.4% | +6.0% |
| 5Y | -34.7% | -77.4% | +42.7% | -37.1% |
| 10Y | -17.6% | +158.1% | -175.7% | -3.8% |
| All | +5.8% | +1,058.6% | -1,052.9% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling