-22.6%
TMF vs EPAM
-11.8%
-10.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.1% |
| 7D | +0.6% | +9.1% | -8.5% | +0.1% |
| 30D | +16.3% | +38.5% | -22.2% | +14.6% |
| 3M | -2.7% | +61.0% | -63.6% | -4.4% |
| 6M | -13.2% | +58.0% | -71.2% | -14.2% |
| YTD | -16.7% | -23.5% | +6.8% | -18.1% |
| All | -22.6% | -11.8% | -10.8% | -22.2% |
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