-56.5%
EPAM vs TW
+21.9%
-78.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.9% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | +18.4% | +0.5% | +17.9% | +18.2% |
| 3M | +19.2% | +4.9% | +14.3% | +18.1% |
| 6M | -21.0% | -17.1% | -3.8% | -18.7% |
| YTD | -43.7% | -3.9% | -39.9% | -43.6% |
| 1Y | -29.9% | -13.3% | -16.6% | -28.8% |
| 3Y | -56.5% | +20.9% | -77.5% | -59.3% |
| All | -56.5% | +21.9% | -78.4% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling