+18.8%
TXG vs EPAM
-36.8%
+55.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.1% |
| 7D | +1.8% | +2.0% | -0.1% | +1.0% |
| 30D | +32.0% | +6.5% | +25.5% | +28.2% |
| 3M | +87.0% | +19.9% | +67.1% | +69.3% |
| 6M | +180.1% | -16.9% | +197.0% | +194.8% |
| YTD | +284.1% | -42.9% | +327.0% | +369.3% |
| 1Y | +361.7% | -30.4% | +392.1% | +416.9% |
| 3Y | +15.9% | -54.7% | +70.6% | +49.0% |
| 5Y | -66.2% | -81.8% | +15.6% | -41.1% |
| All | +18.8% | -36.8% | +55.5% | +25.5% |
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