+5.8%
TLT vs EPAM
+1,105.1%
-1,099.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +20.6% | -20.4% | +0.7% |
| 7D | +0.5% | +23.0% | -22.5% | +1.1% |
| 30D | +6.0% | +51.6% | -45.6% | +7.2% |
| 3M | -0.9% | +50.8% | -51.7% | +0.2% |
| 6M | -2.6% | +51.1% | -53.7% | -1.4% |
| YTD | -3.1% | -19.1% | +16.0% | -3.5% |
| 1Y | -4.4% | +3.0% | -7.3% | -4.0% |
| 3Y | +5.5% | -31.2% | +36.6% | +5.1% |
| 5Y | -34.7% | -76.5% | +41.8% | -37.0% |
| 10Y | -17.6% | +168.4% | -186.0% | -3.7% |
| All | +5.8% | +1,105.1% | -1,099.3% | +39.8% |
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