+816.7%
TRV vs EPAM
+1,040.5%
-223.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -0.9% | +9.1% | -10.0% | -2.1% |
| 30D | +7.2% | +38.5% | -31.3% | +2.9% |
| 3M | +3.2% | +61.0% | -57.8% | -2.8% |
| 6M | +33.6% | +58.0% | -24.4% | +25.3% |
| YTD | +37.8% | -23.5% | +61.2% | +39.8% |
| 1Y | +43.4% | -10.5% | +53.9% | +42.6% |
| 3Y | +146.7% | -33.8% | +180.5% | +148.5% |
| 5Y | +176.1% | -78.1% | +254.2% | +209.7% |
| 10Y | +357.4% | +157.7% | +199.7% | +234.4% |
| All | +816.7% | +1,040.5% | -223.9% | +488.8% |
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 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