+307.5%
TNA vs EPAM
+1,084.1%
-776.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.1% |
| 7D | -2.1% | +18.5% | -20.7% | -16.1% |
| 30D | +3.1% | +44.0% | -40.9% | -22.5% |
| 3M | -20.2% | +63.0% | -83.2% | -45.3% |
| 6M | -10.0% | +67.3% | -77.3% | -43.0% |
| YTD | +30.3% | -20.5% | +50.9% | +30.2% |
| 1Y | +31.1% | -9.6% | +40.7% | +20.0% |
| 3Y | +149.4% | -30.8% | +180.2% | +163.4% |
| 5Y | -42.5% | -75.6% | +33.2% | +5.4% |
| 10Y | +46.7% | +159.6% | -112.9% | -39.4% |
| All | +307.5% | +1,084.1% | -776.6% | +4.3% |
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