+236.7%
TRU vs EPAM
+124.0%
+112.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | 0.0% | +18.5% | -18.6% | -6.4% |
| 30D | +24.3% | +44.0% | -19.8% | +9.0% |
| 3M | +2.3% | +63.0% | -60.7% | -14.1% |
| 6M | +17.7% | +67.3% | -49.6% | -3.2% |
| YTD | -3.8% | -20.5% | +16.7% | +0.4% |
| 1Y | -0.3% | -9.6% | +9.3% | -0.4% |
| 3Y | +58.4% | -30.8% | +89.2% | +65.1% |
| 5Y | -24.0% | -75.6% | +51.6% | +2.4% |
| 10Y | +187.9% | +159.6% | +28.4% | +50.7% |
| All | +236.7% | +124.0% | +112.7% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling