+32.0%
TRV vs EPAM
+46.1%
-14.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -1.7% |
| 7D | -0.3% | +13.4% | -13.6% | -0.9% |
| 30D | +9.6% | +47.1% | -37.5% | +6.5% |
| 3M | +2.7% | +71.2% | -68.4% | -1.2% |
| 6M | +32.0% | +48.9% | -16.9% | +25.6% |
| All | +32.0% | +46.1% | -14.1% | +25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling