+285.9%
TRV vs EPAM
+65.2%
+220.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | -4.9% | +18.4% | -23.2% | -6.8% |
| 3M | +23.7% | +19.2% | +4.5% | +20.4% |
| 6M | +20.3% | -21.0% | +41.3% | +22.8% |
| YTD | +27.1% | -43.7% | +70.8% | +34.5% |
| 1Y | +35.3% | -29.9% | +65.2% | +38.8% |
| 3Y | +139.8% | -56.5% | +196.4% | +155.5% |
| 5Y | +153.9% | -81.7% | +235.5% | +198.8% |
| 10Y | +285.9% | +64.5% | +221.3% | +152.8% |
| All | +285.9% | +65.2% | +220.6% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling