-17.3%
TRU vs EPAM
-30.2%
+13.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -6.5% | -2.2% | -4.3% | -5.6% |
| 30D | -2.5% | +17.8% | -20.3% | -8.2% |
| 3M | +10.4% | +19.9% | -9.5% | +1.4% |
| 6M | +1.6% | -21.6% | +23.2% | +8.5% |
| YTD | -9.7% | -44.0% | +34.3% | +8.9% |
| 1Y | -17.3% | -30.5% | +13.3% | -6.9% |
| All | -17.3% | -30.2% | +13.0% | -6.9% |
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