+224.0%
TRI vs EPAM
+165.6%
+58.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -7.2% | +18.5% | -25.7% | -10.6% |
| 30D | +4.4% | +44.0% | -39.6% | -3.2% |
| 3M | +4.5% | +63.0% | -58.5% | -5.4% |
| 6M | +23.7% | +67.3% | -43.5% | +11.3% |
| YTD | -14.4% | -20.5% | +6.1% | -12.8% |
| 1Y | -17.4% | -9.6% | -7.7% | -17.6% |
| 3Y | -11.0% | -30.8% | +19.8% | -10.2% |
| 5Y | +0.7% | -75.6% | +76.3% | +18.3% |
| 10Y | +224.0% | +159.6% | +64.5% | +131.2% |
| All | +224.0% | +165.6% | +58.4% | +131.2% |
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