+569.3%
TDG vs EPAM
+165.6%
+403.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +2.3% | +18.5% | -16.2% | -2.0% |
| 30D | +11.2% | +44.0% | -32.9% | +1.8% |
| 3M | +0.2% | +63.0% | -62.7% | -11.0% |
| 6M | +3.9% | +67.3% | -63.4% | -9.7% |
| YTD | -6.4% | -20.5% | +14.1% | -4.0% |
| 1Y | -3.8% | -9.6% | +5.8% | -4.5% |
| 3Y | +46.8% | -30.8% | +77.6% | +48.1% |
| 5Y | +128.3% | -75.6% | +203.9% | +187.7% |
| 10Y | +569.3% | +159.6% | +409.7% | +179.8% |
| All | +569.3% | +165.6% | +403.7% | +179.8% |
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