+762.0%
TRGP vs EPAM
+170.1%
+591.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.0% |
| 7D | -16.0% | +13.4% | -29.4% | -18.4% |
| 30D | -6.4% | +47.1% | -53.5% | -13.7% |
| 3M | -1.0% | +71.2% | -72.1% | -11.6% |
| 6M | +7.0% | +48.9% | -42.0% | -3.2% |
| YTD | +46.1% | -22.2% | +68.4% | +49.6% |
| 1Y | +58.7% | -5.2% | +63.9% | +55.3% |
| 3Y | +221.9% | -34.9% | +256.8% | +229.2% |
| 5Y | +419.9% | -77.4% | +497.3% | +575.4% |
| All | +762.0% | +170.1% | +591.9% | +406.8% |
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