-76.0%
TMF vs EPAM
+751.2%
-827.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.2% |
| 7D | -1.4% | +2.0% | -3.4% | -1.3% |
| 30D | -2.8% | +6.5% | -9.4% | -2.3% |
| 3M | -10.9% | +19.9% | -30.8% | -9.3% |
| 6M | -21.3% | -16.9% | -4.4% | -22.2% |
| YTD | -15.9% | -42.9% | +27.0% | -19.0% |
| 1Y | -15.7% | -30.4% | +14.6% | -17.4% |
| 3Y | -43.4% | -54.7% | +11.4% | -46.0% |
| 5Y | -87.8% | -81.8% | -6.0% | -89.2% |
| 10Y | -86.7% | +65.5% | -152.2% | -80.1% |
| All | -76.0% | +751.2% | -827.2% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling