+27.6%
TCOM vs EPAM
-81.9%
+109.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -9.5% | +2.0% | -11.5% | -9.9% |
| 30D | -10.7% | +6.5% | -17.3% | -12.4% |
| 3M | -14.6% | +19.9% | -34.6% | -18.8% |
| 6M | -19.3% | -16.9% | -2.4% | -17.1% |
| YTD | -42.9% | -42.9% | -0.1% | -36.9% |
| 1Y | -43.8% | -30.4% | -13.4% | -40.8% |
| 3Y | +2.1% | -54.7% | +56.8% | +13.9% |
| All | +27.6% | -81.9% | +109.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling