+35.3%
TRV vs EPAM
-32.1%
+67.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | -4.9% | +18.4% | -23.2% | -5.4% |
| 3M | +23.7% | +19.2% | +4.5% | +22.1% |
| 6M | +20.3% | -21.0% | +41.3% | +18.9% |
| YTD | +27.1% | -43.7% | +70.8% | +26.7% |
| 1Y | +35.3% | -29.9% | +65.2% | +30.7% |
| All | +35.3% | -32.1% | +67.4% | +30.7% |
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