-87.0%
TMF vs EPAM
+65.3%
-152.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.3% |
| 7D | -1.4% | +2.0% | -3.4% | -1.4% |
| 30D | -2.8% | +6.5% | -9.4% | -2.6% |
| 3M | -10.9% | +19.9% | -30.8% | -10.2% |
| 6M | -21.3% | -16.9% | -4.4% | -21.7% |
| YTD | -15.9% | -42.9% | +27.0% | -17.4% |
| 1Y | -15.7% | -30.4% | +14.6% | -16.5% |
| 3Y | -43.4% | -54.7% | +11.4% | -44.7% |
| 5Y | -87.8% | -81.8% | -6.0% | -88.7% |
| All | -87.0% | +65.3% | -152.3% | -80.5% |
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