-87.4%
TMF vs EPAM
-81.9%
-5.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.4% |
| 7D | -1.4% | +2.0% | -3.4% | -1.5% |
| 30D | -2.8% | +6.5% | -9.4% | -3.0% |
| 3M | -10.9% | +19.9% | -30.8% | -11.3% |
| 6M | -21.3% | -16.9% | -4.4% | -21.1% |
| YTD | -15.9% | -42.9% | +27.0% | -15.0% |
| 1Y | -15.7% | -30.4% | +14.6% | -15.3% |
| 3Y | -43.4% | -54.7% | +11.4% | -42.8% |
| All | -87.4% | -81.9% | -5.5% | -86.6% |
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