-16.7%
TRI vs EPAM
-7.6%
-9.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -2.1% |
| 7D | -1.6% | +18.8% | -20.4% | -10.5% |
| 30D | +5.0% | +44.9% | -39.9% | -14.0% |
| 3M | +4.6% | +68.6% | -64.0% | -20.9% |
| 6M | +18.3% | +65.4% | -47.1% | -11.4% |
| YTD | -14.7% | -19.9% | +5.2% | -6.9% |
| 1Y | -16.7% | -10.0% | -6.7% | -11.4% |
| All | -16.7% | -7.6% | -9.0% | -11.4% |
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