-34.9%
EPAM vs TW
+39.9%
-74.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +13.4% | +4.2% | +9.1% | +12.4% |
| 30D | +47.1% | +18.9% | +28.1% | +42.2% |
| 3M | +71.2% | +23.8% | +47.4% | +64.1% |
| 6M | +48.9% | +17.0% | +31.9% | +43.8% |
| YTD | -22.2% | +19.2% | -41.5% | -25.2% |
| 1Y | -5.2% | +20.1% | -25.3% | -8.9% |
| 3Y | -34.9% | +40.5% | -75.4% | -38.2% |
| All | -34.9% | +39.9% | -74.9% | -38.2% |
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 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