+6.1%
TLT vs EPAM
+751.2%
-745.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.1% |
| 7D | -0.4% | +2.0% | -2.4% | -0.4% |
| 30D | -0.6% | +6.5% | -7.1% | -0.4% |
| 3M | -2.7% | +19.9% | -22.7% | -2.1% |
| 6M | -5.6% | -16.9% | +11.3% | -6.0% |
| YTD | -2.8% | -42.9% | +40.1% | -4.0% |
| 1Y | -1.4% | -30.4% | +28.9% | -2.1% |
| 3Y | -1.6% | -54.7% | +53.1% | -3.1% |
| 5Y | -33.8% | -81.8% | +48.0% | -36.4% |
| 10Y | -21.1% | +65.5% | -86.6% | -9.5% |
| All | +6.1% | +751.2% | -745.1% | +38.9% |
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