+299.4%
TPR vs EPAM
-54.6%
+354.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -2.3% | +2.0% | -4.3% | -2.7% |
| 30D | -23.0% | +6.5% | -29.5% | -24.3% |
| 3M | -12.5% | +19.9% | -32.4% | -16.4% |
| 6M | -21.4% | -16.9% | -4.5% | -18.9% |
| YTD | -3.5% | -42.9% | +39.4% | +8.0% |
| 1Y | +17.4% | -30.4% | +47.7% | +24.1% |
| All | +299.4% | -54.6% | +354.0% | +329.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling