-30.9%
EPAM vs TW
+221.1%
-252.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | +2.0% | -2.3% | +4.3% | +2.9% |
| 30D | +6.5% | +3.9% | +2.6% | +4.6% |
| 3M | +19.9% | +5.7% | +14.2% | +16.4% |
| 6M | -16.9% | -14.5% | -2.4% | -12.0% |
| YTD | -42.9% | -0.9% | -42.0% | -43.6% |
| 1Y | -30.4% | -13.5% | -16.9% | -27.1% |
| 3Y | -54.7% | +25.0% | -79.7% | -62.3% |
| 5Y | -81.8% | +22.7% | -104.5% | -85.1% |
| All | -30.9% | +221.1% | -252.0% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling