+379.1%
TPR vs EPAM
+170.1%
+209.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | +0.1% |
| 7D | +14.2% | +13.4% | +0.8% | +9.8% |
| 30D | +17.1% | +47.1% | -30.0% | +4.1% |
| 3M | -17.7% | +71.2% | -88.9% | -30.4% |
| 6M | -10.2% | +48.9% | -59.1% | -22.3% |
| YTD | +4.9% | -22.2% | +27.2% | +8.8% |
| 1Y | +36.1% | -5.2% | +41.3% | +32.5% |
| 3Y | +416.5% | -34.9% | +451.4% | +437.9% |
| 5Y | +254.8% | -77.4% | +332.2% | +384.8% |
| All | +379.1% | +170.1% | +209.0% | +134.8% |
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