-44.5%
TOST vs EPAM
-74.1%
+29.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | +0.1% |
| 7D | +9.4% | +13.4% | -3.9% | +3.3% |
| 30D | +13.5% | +47.1% | -33.6% | -3.3% |
| 3M | -0.1% | +71.2% | -71.3% | -20.3% |
| 6M | +22.5% | +48.9% | -26.5% | +1.7% |
| YTD | -2.4% | -22.2% | +19.9% | +3.9% |
| 1Y | -4.7% | -5.2% | +0.5% | -6.1% |
| 3Y | +103.2% | -34.9% | +138.2% | +119.2% |
| 5Y | -41.2% | -77.4% | +36.2% | +6.8% |
| All | -44.5% | -74.1% | +29.6% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling