+6.9%
TCOM vs EPAM
+158.4%
-151.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -1.4% | -1.1% | -0.2% | -1.2% |
| 30D | +11.5% | +41.8% | -30.3% | +1.7% |
| 3M | -5.2% | +63.4% | -68.6% | -16.9% |
| 6M | -16.9% | +72.2% | -89.1% | -29.2% |
| YTD | -39.9% | -20.0% | -19.9% | -38.5% |
| 1Y | -42.1% | -9.0% | -33.0% | -42.8% |
| 3Y | +28.0% | -30.4% | +58.4% | +29.2% |
| 5Y | +40.4% | -75.6% | +116.0% | +68.4% |
| All | +6.9% | +158.4% | -151.6% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling