-76.3%
TMF vs EPAM
+899.0%
-975.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.4% |
| 7D | +4.0% | +0.8% | +3.1% | +4.0% |
| 30D | +19.5% | +24.9% | -5.5% | +21.4% |
| 3M | -3.5% | +22.6% | -26.1% | -2.0% |
| 6M | -10.6% | +24.2% | -34.8% | -8.7% |
| YTD | -17.1% | -33.0% | +15.9% | -19.2% |
| 1Y | -24.3% | -13.3% | -10.9% | -24.6% |
| 3Y | -27.2% | -42.9% | +15.7% | -29.2% |
| 5Y | -87.6% | -80.8% | -6.7% | -89.1% |
| 10Y | -84.8% | +122.5% | -207.3% | -76.3% |
| All | -76.3% | +899.0% | -975.3% | -45.9% |
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