-88.0%
TMF vs EPAM
-77.2%
-10.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +20.6% | -20.1% | 0.0% |
| 7D | +2.7% | +23.0% | -20.3% | +2.1% |
| 30D | +19.3% | +51.6% | -32.3% | +18.0% |
| 3M | -3.7% | +50.8% | -54.5% | -4.8% |
| 6M | -11.3% | +51.1% | -62.4% | -12.3% |
| YTD | -16.6% | -19.1% | +2.5% | -16.6% |
| 1Y | -21.1% | +3.0% | -24.1% | -21.6% |
| 3Y | -26.8% | -31.2% | +4.3% | -26.8% |
| 5Y | -88.0% | -76.5% | -11.5% | -87.3% |
| All | -88.0% | -77.2% | -10.9% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling