+462.0%
TRI vs EPAM
+751.2%
-289.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.1% | -5.0% |
| 7D | -0.5% | +2.0% | -2.5% | -0.8% |
| 30D | +7.9% | +6.5% | +1.3% | +6.4% |
| 3M | +24.1% | +19.9% | +4.1% | +20.0% |
| 6M | +3.8% | -16.9% | +20.8% | +6.4% |
| YTD | -16.9% | -42.9% | +26.0% | -10.0% |
| 1Y | -38.4% | -30.4% | -8.0% | -35.3% |
| 3Y | -12.2% | -54.7% | +42.5% | -4.5% |
| 5Y | -1.8% | -81.8% | +80.0% | +16.3% |
| 10Y | +207.6% | +65.5% | +142.2% | +158.7% |
| All | +462.0% | +751.2% | -289.2% | +323.4% |
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 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