-23.3%
TMF vs EPAM
-4.9%
-18.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | 0.0% |
| 7D | +1.2% | +13.4% | -12.2% | +0.5% |
| 30D | +19.7% | +47.1% | -27.3% | +17.8% |
| 3M | -2.1% | +71.2% | -73.3% | -3.8% |
| 6M | -13.4% | +48.9% | -62.4% | -14.5% |
| YTD | -16.7% | -22.2% | +5.5% | -18.3% |
| 1Y | -23.3% | -5.2% | -18.2% | -22.3% |
| All | -23.3% | -4.9% | -18.4% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling