-3.0%
EPAM vs TW
+291.9%
-295.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +18.8% | +3.1% | +15.7% | +17.3% |
| 30D | +44.9% | +16.7% | +28.2% | +35.8% |
| 3M | +68.6% | +25.2% | +43.4% | +53.0% |
| 6M | +65.4% | +19.5% | +46.0% | +52.2% |
| YTD | -19.9% | +21.0% | -40.9% | -27.3% |
| 1Y | -10.0% | +19.0% | -29.0% | -17.8% |
| 3Y | -30.3% | +40.7% | -71.0% | -44.3% |
| 5Y | -75.7% | +40.1% | -115.8% | -81.1% |
| All | -3.0% | +291.9% | -295.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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