-5.3%
TDG vs EPAM
-9.3%
+4.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.1% | +0.3% |
| 7D | +1.4% | +18.8% | -17.3% | +0.3% |
| 30D | +10.6% | +44.9% | -34.3% | +7.5% |
| 3M | +0.2% | +68.6% | -68.4% | -4.1% |
| 6M | +0.9% | +65.4% | -64.6% | -3.6% |
| YTD | -7.8% | -19.9% | +12.0% | +1.6% |
| All | -5.3% | -9.3% | +4.0% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling