+546.5%
TDG vs EPAM
+63.9%
+482.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -6.5% | +18.4% | -24.9% | -10.1% |
| 3M | -5.1% | +19.2% | -24.3% | -10.0% |
| 6M | -11.5% | -21.0% | +9.4% | -8.0% |
| YTD | -13.9% | -43.7% | +29.8% | -3.9% |
| 1Y | -11.5% | -29.9% | +18.4% | -6.6% |
| 3Y | +53.7% | -56.5% | +110.2% | +74.0% |
| 5Y | +135.5% | -81.7% | +217.2% | +212.7% |
| All | +546.5% | +63.9% | +482.6% | +220.6% |
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 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