+356.2%
TPR vs EPAM
+157.4%
+198.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -0.3% | +2.4% | -2.7% | -1.0% |
| 30D | +15.1% | +42.3% | -27.2% | +3.3% |
| 3M | +3.5% | +60.7% | -57.1% | -10.7% |
| 6M | +0.4% | +80.5% | -80.0% | -18.1% |
| YTD | +4.6% | -20.4% | +25.0% | +7.6% |
| 1Y | +33.1% | -9.6% | +42.7% | +31.5% |
| 3Y | +396.0% | -30.5% | +426.5% | +406.0% |
| 5Y | +230.3% | -75.7% | +306.0% | +338.0% |
| All | +356.2% | +157.4% | +198.8% | +120.0% |
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