+23.3%
TXG vs EPAM
-15.3%
+38.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +10.3% |
| 7D | +5.5% | +9.1% | -3.5% | -0.4% |
| 30D | -19.3% | +38.5% | -57.8% | -31.5% |
| 3M | +25.0% | +61.0% | -35.9% | -0.8% |
| 6M | +201.2% | +58.0% | +143.1% | +133.4% |
| YTD | +298.8% | -23.5% | +322.3% | +317.0% |
| 1Y | +326.6% | -10.5% | +337.1% | +316.8% |
| 3Y | +78.3% | -33.8% | +112.2% | +89.1% |
| 5Y | -61.3% | -78.1% | +16.8% | -39.3% |
| All | +23.3% | -15.3% | +38.6% | +11.5% |
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 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