+476.0%
TRI vs EPAM
+1,040.5%
-564.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.5% |
| 7D | -11.4% | +9.1% | -20.5% | -13.0% |
| 30D | +4.9% | +38.5% | -33.6% | -1.1% |
| 3M | +7.0% | +61.0% | -53.9% | -1.6% |
| 6M | +18.2% | +58.0% | -39.9% | +8.8% |
| YTD | -14.8% | -23.5% | +8.7% | -12.6% |
| 1Y | -18.0% | -10.5% | -7.4% | -17.7% |
| 3Y | -12.0% | -33.8% | +21.9% | -10.3% |
| 5Y | -0.8% | -78.1% | +77.3% | +13.6% |
| 10Y | +220.1% | +157.7% | +62.4% | +151.3% |
| All | +476.0% | +1,040.5% | -564.6% | +311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling