+604.5%
TDG vs EPAM
+157.4%
+447.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | +9.7% | +42.3% | -32.6% | +0.8% |
| 3M | -2.3% | +60.7% | -63.0% | -13.0% |
| 6M | +1.3% | +80.5% | -79.2% | -13.4% |
| YTD | -8.5% | -20.4% | +11.9% | -6.2% |
| 1Y | -8.1% | -9.6% | +1.5% | -8.8% |
| 3Y | +43.4% | -30.5% | +73.9% | +44.5% |
| 5Y | +127.8% | -75.7% | +203.5% | +187.4% |
| All | +604.5% | +157.4% | +447.1% | +203.8% |
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