+305.3%
TNA vs EPAM
+1,040.5%
-735.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.6% |
| 7D | +2.3% | +9.1% | -6.8% | -7.5% |
| 30D | +1.4% | +38.5% | -37.1% | -21.8% |
| 3M | -21.1% | +61.0% | -82.0% | -45.5% |
| 6M | -9.4% | +58.0% | -67.4% | -40.4% |
| YTD | +29.6% | -23.5% | +53.1% | +32.8% |
| 1Y | +34.6% | -10.5% | +45.2% | +23.9% |
| 3Y | +155.9% | -33.8% | +189.7% | +178.4% |
| 5Y | -44.2% | -78.1% | +34.0% | +11.2% |
| 10Y | +63.7% | +157.7% | -94.0% | -31.7% |
| All | +305.3% | +1,040.5% | -735.2% | +6.4% |
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