+4.6%
TCOM vs EPAM
+163.7%
-159.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.4% |
| 7D | +7.4% | +9.1% | -1.6% | +4.7% |
| 30D | +13.2% | +38.5% | -25.3% | +3.8% |
| 3M | -4.6% | +61.0% | -65.5% | -16.0% |
| 6M | -16.4% | +58.0% | -74.4% | -27.2% |
| YTD | -38.8% | -23.5% | -15.3% | -36.7% |
| 1Y | -37.3% | -10.5% | -26.8% | -37.8% |
| 3Y | +31.4% | -33.8% | +65.3% | +34.3% |
| 5Y | +45.5% | -78.1% | +123.7% | +80.2% |
| 10Y | +4.6% | +157.7% | -153.1% | -42.0% |
| All | +4.6% | +163.7% | -159.1% | -42.0% |
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