+116.6%
TYL vs EPAM
+65.3%
+51.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.3% |
| 7D | -3.7% | +2.0% | -5.6% | -4.2% |
| 30D | +18.7% | +6.5% | +12.2% | +16.1% |
| 3M | +18.1% | +19.9% | -1.8% | +11.3% |
| 6M | -1.1% | -16.9% | +15.8% | +2.9% |
| YTD | -19.8% | -42.9% | +23.1% | -7.8% |
| 1Y | -34.3% | -30.4% | -3.9% | -28.7% |
| 3Y | -8.2% | -54.7% | +46.5% | +7.0% |
| 5Y | -25.4% | -81.8% | +56.4% | +5.4% |
| All | +116.6% | +65.3% | +51.3% | +36.2% |
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