+357.0%
TPR vs EPAM
+158.4%
+198.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -0.9% |
| 30D | +15.1% | +41.8% | -26.7% | +3.4% |
| 3M | -13.4% | +63.4% | -76.8% | -25.7% |
| 6M | +1.4% | +72.2% | -70.8% | -16.2% |
| YTD | +4.8% | -20.0% | +24.8% | +7.7% |
| 1Y | +29.2% | -9.0% | +38.2% | +27.4% |
| 3Y | +403.7% | -30.4% | +434.1% | +413.7% |
| 5Y | +230.8% | -75.6% | +306.4% | +338.2% |
| All | +357.0% | +158.4% | +198.5% | +120.1% |
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