+24.3%
TPR vs EPAM
+4.5%
+19.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +20.6% | -13.6% | +5.2% |
| 7D | +13.9% | +23.0% | -9.2% | +11.7% |
| 30D | +14.9% | +51.6% | -36.7% | +11.3% |
| 3M | -15.4% | +50.8% | -66.2% | -18.0% |
| 6M | -4.5% | +51.1% | -55.6% | -7.8% |
| YTD | +6.0% | -19.1% | +25.1% | +8.2% |
| 1Y | +24.3% | +3.0% | +21.3% | +24.1% |
| All | +24.3% | +4.5% | +19.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling