+258.4%
TPR vs EPAM
-77.2%
+335.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +20.6% | -13.6% | +2.8% |
| 7D | +13.9% | +23.0% | -9.2% | +8.8% |
| 30D | +14.9% | +51.6% | -36.7% | +5.1% |
| 3M | -15.4% | +50.8% | -66.2% | -23.1% |
| 6M | -4.5% | +51.1% | -55.6% | -14.0% |
| YTD | +6.0% | -19.1% | +25.1% | +8.5% |
| 1Y | +24.3% | +3.0% | +21.3% | +20.1% |
| 3Y | +412.8% | -31.2% | +444.0% | +423.9% |
| 5Y | +258.4% | -76.5% | +334.9% | +297.1% |
| All | +258.4% | -77.2% | +335.6% | +297.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling