+34.3%
TRV vs EPAM
-32.1%
+66.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.3% |
| 7D | -0.1% | +2.0% | -2.1% | -0.2% |
| 30D | -3.4% | +6.5% | -10.0% | -3.6% |
| 3M | +26.4% | +19.9% | +6.5% | +24.7% |
| 6M | +19.3% | -16.9% | +36.2% | +17.8% |
| YTD | +28.3% | -42.9% | +71.2% | +27.9% |
| 1Y | +34.3% | -30.4% | +64.7% | +29.7% |
| All | +34.3% | -32.1% | +66.4% | +29.7% |
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 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