+224.7%
TRI vs EPAM
+157.4%
+67.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | +3.7% | +42.3% | -38.6% | -3.6% |
| 3M | +3.7% | +60.7% | -56.9% | -5.8% |
| 6M | +35.1% | +80.5% | -45.4% | +19.9% |
| YTD | -14.0% | -20.4% | +6.4% | -12.5% |
| 1Y | -19.0% | -9.6% | -9.4% | -19.1% |
| 3Y | -12.0% | -30.5% | +18.5% | -11.3% |
| 5Y | +0.6% | -75.7% | +76.3% | +18.4% |
| All | +224.7% | +157.4% | +67.4% | +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