+58.5%
TRU vs EPAM
-31.2%
+89.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.8% |
| 7D | +4.6% | +18.8% | -14.2% | -2.7% |
| 30D | +25.4% | +44.9% | -19.5% | +8.5% |
| 3M | +4.0% | +68.6% | -64.6% | -15.1% |
| 6M | +14.5% | +65.4% | -51.0% | -7.3% |
| YTD | -3.7% | -19.9% | +16.2% | +0.3% |
| 1Y | +2.8% | -10.0% | +12.8% | +2.5% |
| 3Y | +58.5% | -30.3% | +88.8% | +39.2% |
| All | +58.5% | -31.2% | +89.7% | +39.2% |
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 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