-14.0%
EPAM vs TW
+18.0%
-32.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +9.1% | +3.4% | +5.6% | +7.9% |
| 30D | +38.5% | +15.5% | +23.0% | +33.0% |
| 3M | +61.0% | +25.1% | +35.8% | +51.1% |
| 6M | +58.0% | +18.2% | +39.9% | +49.9% |
| YTD | -23.5% | +19.7% | -43.2% | -27.5% |
| All | -14.0% | +18.0% | -32.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling