-84.3%
TMF vs EPAM
+170.1%
-254.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.3% |
| 7D | +1.2% | +13.4% | -12.2% | +1.6% |
| 30D | +19.7% | +47.1% | -27.3% | +21.3% |
| 3M | -2.1% | +71.2% | -73.3% | -0.3% |
| 6M | -13.4% | +48.9% | -62.4% | -12.1% |
| YTD | -16.7% | -22.2% | +5.5% | -17.5% |
| 1Y | -23.3% | -5.2% | -18.2% | -23.3% |
| 3Y | -24.8% | -34.9% | +10.1% | -25.6% |
| 5Y | -88.0% | -77.4% | -10.6% | -89.1% |
| All | -84.3% | +170.1% | -254.4% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling