-20.8%
TNA vs EPAM
-81.9%
+61.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.9% |
| 7D | -0.1% | +2.0% | -2.0% | -1.1% |
| 30D | -4.9% | +6.5% | -11.4% | -8.9% |
| 3M | +0.4% | +19.9% | -19.6% | -11.4% |
| 6M | +32.5% | -16.9% | +49.5% | +39.5% |
| YTD | +53.7% | -42.9% | +96.6% | +93.6% |
| 1Y | +65.1% | -30.4% | +95.5% | +85.4% |
| 3Y | +98.4% | -54.7% | +153.2% | +175.5% |
| All | -20.8% | -81.9% | +61.1% | +54.0% |
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