+23.3%
TCOM vs EPAM
-29.8%
+53.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -1.4% | -1.1% | -0.2% | -1.2% |
| 30D | +11.5% | +41.8% | -30.3% | +5.9% |
| 3M | -5.2% | +63.4% | -68.6% | -12.0% |
| 6M | -16.9% | +72.2% | -89.1% | -24.2% |
| YTD | -39.9% | -20.0% | -19.9% | -38.8% |
| 1Y | -42.1% | -9.0% | -33.0% | -42.2% |
| All | +23.3% | -29.8% | +53.1% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling