+59.6%
TNA vs EPAM
-32.1%
+91.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | -7.6% | +18.4% | -26.0% | -9.9% |
| 3M | +8.1% | +19.2% | -11.1% | +5.6% |
| 6M | +49.0% | -21.0% | +70.0% | +64.3% |
| YTD | +51.7% | -43.7% | +95.4% | +87.1% |
| 1Y | +59.6% | -29.9% | +89.5% | +75.2% |
| All | +59.6% | -32.1% | +91.7% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling