+326.1%
TPR vs EPAM
+65.3%
+260.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | -2.3% | +2.0% | -4.3% | -2.9% |
| 30D | -23.0% | +6.5% | -29.5% | -25.1% |
| 3M | -12.5% | +19.9% | -32.4% | -18.5% |
| 6M | -21.4% | -16.9% | -4.5% | -18.9% |
| YTD | -3.5% | -42.9% | +39.4% | +10.2% |
| 1Y | +17.4% | -30.4% | +47.7% | +25.2% |
| 3Y | +291.3% | -54.7% | +346.0% | +356.1% |
| 5Y | +241.9% | -81.8% | +323.7% | +388.6% |
| All | +326.1% | +65.3% | +260.8% | +136.8% |
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