-9.7%
TRU vs EPAM
-32.1%
+22.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.6% | -5.1% |
| 7D | -6.8% | +2.0% | -8.7% | -7.4% |
| 30D | 0.0% | +6.5% | -6.5% | -2.9% |
| 3M | +13.3% | +19.9% | -6.6% | +4.2% |
| 6M | +3.4% | -16.9% | +20.4% | +7.8% |
| YTD | -6.4% | -42.9% | +36.5% | +11.3% |
| 1Y | -9.7% | -30.4% | +20.7% | +1.1% |
| All | -9.7% | -32.1% | +22.4% | +1.1% |
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 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