-44.2%
TNA vs EPAM
-78.1%
+33.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.3% |
| 7D | +2.3% | +9.1% | -6.8% | -4.6% |
| 30D | +1.4% | +38.5% | -37.1% | -16.1% |
| 3M | -21.1% | +61.0% | -82.0% | -39.9% |
| 6M | -9.4% | +58.0% | -67.4% | -33.3% |
| YTD | +29.6% | -23.5% | +53.1% | +36.6% |
| 1Y | +34.6% | -10.5% | +45.2% | +30.1% |
| 3Y | +155.9% | -33.8% | +189.7% | +183.6% |
| 5Y | -44.2% | -78.1% | +34.0% | -2.8% |
| All | -44.2% | -78.1% | +33.9% | -2.8% |
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 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