-44.4%
TOST vs EPAM
-74.5%
+30.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +4.0% | +9.1% | -5.0% | -0.4% |
| 30D | +11.1% | +38.5% | -27.4% | -3.1% |
| 3M | +0.8% | +61.0% | -60.1% | -17.5% |
| 6M | +38.8% | +58.0% | -19.2% | +12.3% |
| YTD | -2.1% | -23.5% | +21.4% | +4.8% |
| 1Y | -6.0% | -10.5% | +4.5% | -5.3% |
| 3Y | +149.8% | -33.8% | +183.6% | +167.5% |
| 5Y | -42.8% | -78.1% | +35.4% | +5.4% |
| All | -44.4% | -74.5% | +30.2% | -6.8% |
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 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