+194.4%
TRI vs EPAM
+63.0%
+131.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -8.4% | -2.2% | -6.2% | -8.0% |
| 30D | -6.5% | +17.8% | -24.2% | -9.3% |
| 3M | +18.6% | +19.9% | -1.3% | +14.2% |
| 6M | -10.4% | -21.6% | +11.1% | -7.1% |
| YTD | -23.7% | -44.0% | +20.3% | -16.4% |
| 1Y | -42.5% | -30.5% | -12.0% | -39.2% |
| 3Y | -19.3% | -56.8% | +37.5% | -10.7% |
| 5Y | -9.7% | -81.7% | +72.1% | +11.9% |
| 10Y | +194.4% | +68.4% | +126.0% | +126.1% |
| All | +194.4% | +63.0% | +131.4% | +126.1% |
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 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