+168.9%
TYL vs EPAM
+170.1%
-1.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.2% |
| 7D | +6.7% | +13.4% | -6.7% | +2.3% |
| 30D | +26.5% | +47.1% | -20.5% | +12.5% |
| 3M | +37.3% | +71.2% | -33.9% | +16.9% |
| 6M | +31.2% | +48.9% | -17.8% | +15.1% |
| YTD | -7.4% | -22.2% | +14.9% | -3.2% |
| 1Y | -9.6% | -5.2% | -4.4% | -10.5% |
| 3Y | +1.9% | -34.9% | +36.8% | +6.4% |
| 5Y | -21.1% | -77.4% | +56.3% | +5.2% |
| All | +168.9% | +170.1% | -1.2% | +41.9% |
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