-25.0%
TRU vs EPAM
-76.7%
+51.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.8% | -2.5% |
| 7D | +4.6% | +18.8% | -14.2% | -1.3% |
| 30D | +25.4% | +44.9% | -19.5% | +11.7% |
| 3M | +4.0% | +68.6% | -64.6% | -11.5% |
| 6M | +14.5% | +65.4% | -51.0% | -3.0% |
| YTD | -3.7% | -19.9% | +16.2% | -0.7% |
| 1Y | +2.8% | -10.0% | +12.8% | +2.6% |
| 3Y | +58.5% | -30.3% | +88.8% | +62.6% |
| 5Y | -25.0% | -75.7% | +50.6% | -8.0% |
| All | -25.0% | -76.7% | +51.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling