+253.3%
TCOM vs EPAM
+1,058.6%
-805.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.1% | +2.2% |
| 7D | +12.1% | +13.4% | -1.3% | +8.3% |
| 30D | +16.5% | +47.1% | -30.6% | +5.5% |
| 3M | -4.0% | +71.2% | -75.2% | -16.5% |
| 6M | -18.5% | +48.9% | -67.4% | -27.7% |
| YTD | -38.3% | -22.2% | -16.1% | -36.6% |
| 1Y | -36.6% | -5.2% | -31.4% | -38.1% |
| 3Y | +31.1% | -34.9% | +66.1% | +34.6% |
| 5Y | +47.6% | -77.4% | +125.0% | +77.4% |
| 10Y | +5.1% | +158.1% | -153.0% | -35.1% |
| All | +253.3% | +1,058.6% | -805.3% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling