-41.5%
TRI vs EPAM
-24.0%
-17.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +0.3% |
| 7D | -7.9% | +0.7% | -8.6% | -8.2% |
| 30D | -4.5% | +17.6% | -22.1% | -11.3% |
| 3M | +22.1% | +27.1% | -5.0% | +7.4% |
| 6M | -2.8% | -17.0% | +14.2% | +0.3% |
| YTD | -23.4% | -42.4% | +19.0% | -9.2% |
| 1Y | -41.5% | -25.3% | -16.2% | -29.5% |
| All | -41.5% | -24.0% | -17.6% | -29.5% |
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