-39.0%
TCOM vs EPAM
-15.2%
-23.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | +10.7% | +0.8% | +9.9% | +10.6% |
| 30D | +10.1% | +24.9% | -14.9% | +7.3% |
| 3M | -8.9% | +22.6% | -31.4% | -11.3% |
| 6M | -19.2% | +24.2% | -43.4% | -22.1% |
| YTD | -40.6% | -33.0% | -7.7% | -38.7% |
| 1Y | -39.0% | -13.3% | -25.7% | -45.3% |
| All | -39.0% | -15.2% | -23.8% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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