-24.7%
TMF vs EPAM
-31.1%
+6.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +20.6% | -20.1% | -0.5% |
| 7D | +2.7% | +23.0% | -20.3% | +1.6% |
| 30D | +19.3% | +51.6% | -32.3% | +16.9% |
| 3M | -3.7% | +50.8% | -54.5% | -5.7% |
| 6M | -11.3% | +51.1% | -62.4% | -13.1% |
| YTD | -16.6% | -19.1% | +2.5% | -16.4% |
| 1Y | -21.1% | +3.0% | -24.1% | -21.9% |
| All | -24.7% | -31.1% | +6.4% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling