+753.8%
TRV vs EPAM
+751.2%
+2.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.1% |
| 7D | -0.1% | +2.0% | -2.1% | -0.4% |
| 30D | -3.4% | +6.5% | -10.0% | -4.4% |
| 3M | +26.4% | +19.9% | +6.5% | +23.0% |
| 6M | +19.3% | -16.9% | +36.2% | +20.9% |
| YTD | +28.3% | -42.9% | +71.2% | +35.2% |
| 1Y | +34.3% | -30.4% | +64.7% | +37.7% |
| 3Y | +140.1% | -54.7% | +194.9% | +153.8% |
| 5Y | +155.7% | -81.8% | +237.5% | +190.7% |
| 10Y | +285.5% | +65.5% | +220.1% | +197.1% |
| All | +753.8% | +751.2% | +2.6% | +469.5% |
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