-36.0%
TRU vs EPAM
-81.7%
+45.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -7.2% | -0.9% | -6.3% | -6.9% |
| 30D | -2.8% | +18.4% | -21.2% | -7.5% |
| 3M | +13.0% | +19.2% | -6.2% | +6.4% |
| 6M | +0.7% | -21.0% | +21.6% | +6.3% |
| YTD | -9.0% | -43.7% | +34.7% | +5.0% |
| 1Y | -16.3% | -29.9% | +13.6% | -9.4% |
| 3Y | -1.1% | -56.5% | +55.5% | +16.9% |
| 5Y | -36.0% | -81.7% | +45.7% | -13.1% |
| All | -36.0% | -81.7% | +45.7% | -13.1% |
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 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