-38.4%
TRI vs EPAM
-32.1%
-6.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.1% | -4.3% |
| 7D | -0.5% | +2.0% | -2.5% | -1.3% |
| 30D | +7.9% | +6.5% | +1.3% | +3.8% |
| 3M | +24.1% | +19.9% | +4.1% | +12.1% |
| 6M | +3.8% | -16.9% | +20.8% | +7.4% |
| YTD | -16.9% | -42.9% | +26.0% | -1.5% |
| 1Y | -38.4% | -30.4% | -8.0% | -26.6% |
| All | -38.4% | -32.1% | -6.3% | -26.6% |
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