-17.8%
TRI vs EPAM
-56.4%
+38.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -6.1% |
| 7D | -7.1% | -0.9% | -6.2% | -6.8% |
| 30D | -2.3% | +18.4% | -20.7% | -6.2% |
| 3M | +19.6% | +19.2% | +0.3% | +13.7% |
| 6M | -8.7% | -21.0% | +12.2% | -6.6% |
| YTD | -22.3% | -43.7% | +21.5% | -16.4% |
| 1Y | -40.7% | -29.9% | -10.8% | -37.5% |
| 3Y | -17.8% | -56.5% | +38.8% | -12.1% |
| All | -17.8% | -56.4% | +38.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling