+151.6%
TPR vs EPAM
+751.2%
-599.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -2.3% | +2.0% | -4.3% | -2.8% |
| 30D | -23.0% | +6.5% | -29.5% | -24.8% |
| 3M | -12.5% | +19.9% | -32.4% | -17.8% |
| 6M | -21.4% | -16.9% | -4.5% | -19.3% |
| YTD | -3.5% | -42.9% | +39.4% | +8.3% |
| 1Y | +17.4% | -30.4% | +47.7% | +24.3% |
| 3Y | +291.3% | -54.7% | +346.0% | +348.1% |
| 5Y | +241.9% | -81.8% | +323.7% | +352.9% |
| 10Y | +322.7% | +65.5% | +257.2% | +209.8% |
| All | +151.6% | +751.2% | -599.6% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling