+384.1%
TPR vs EPAM
+180.9%
+203.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +20.6% | -13.6% | +1.1% |
| 7D | +13.9% | +23.0% | -9.2% | +6.9% |
| 30D | +14.9% | +51.6% | -36.7% | +1.3% |
| 3M | -15.4% | +50.8% | -66.2% | -26.1% |
| 6M | -4.5% | +51.1% | -55.6% | -17.7% |
| YTD | +6.0% | -19.1% | +25.1% | +8.7% |
| 1Y | +24.3% | +3.0% | +21.3% | +17.8% |
| 3Y | +412.8% | -31.2% | +444.0% | +425.1% |
| 5Y | +258.4% | -76.5% | +334.9% | +384.3% |
| All | +384.1% | +180.9% | +203.1% | +134.6% |
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