+77.2%
TNA vs EPAM
+65.2%
+12.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.3% |
| 7D | +4.1% | -0.9% | +5.0% | +4.7% |
| 30D | -7.6% | +18.4% | -26.0% | -18.2% |
| 3M | +8.1% | +19.2% | -11.1% | -9.5% |
| 6M | +49.0% | -21.0% | +70.0% | +63.6% |
| YTD | +51.7% | -43.7% | +95.4% | +105.4% |
| 1Y | +59.6% | -29.9% | +89.5% | +81.5% |
| 3Y | +118.9% | -56.5% | +175.4% | +243.8% |
| 5Y | -19.2% | -81.7% | +62.5% | +110.1% |
| 10Y | +77.2% | +64.5% | +12.7% | -46.5% |
| All | +77.2% | +65.2% | +12.0% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling