-81.9%
TMF vs EPAM
+158.4%
-240.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.1% | -4.4% |
| 7D | -8.2% | -1.1% | -7.0% | -8.2% |
| 30D | +5.3% | +41.8% | -36.5% | +6.5% |
| 3M | -8.5% | +63.4% | -71.8% | -7.0% |
| 6M | -17.2% | +72.2% | -89.4% | -15.4% |
| YTD | -23.4% | -20.0% | -3.4% | -24.0% |
| 1Y | -30.2% | -9.0% | -21.2% | -30.4% |
| 3Y | -32.9% | -30.4% | -2.5% | -33.4% |
| 5Y | -88.5% | -75.6% | -13.0% | -89.5% |
| All | -81.9% | +158.4% | -240.3% | -71.9% |
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 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