+139.0%
TDG vs EPAM
-81.4%
+220.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.7% |
| 7D | -2.0% | +2.0% | -4.0% | -2.3% |
| 30D | -7.4% | +6.5% | -13.9% | -8.5% |
| 3M | -5.4% | +19.9% | -25.3% | -8.4% |
| 6M | -11.6% | -16.9% | +5.3% | -10.0% |
| YTD | -12.6% | -42.9% | +30.3% | -6.4% |
| 1Y | -9.3% | -30.4% | +21.0% | -5.9% |
| 3Y | +49.2% | -54.7% | +103.9% | +60.4% |
| All | +139.0% | -81.4% | +220.4% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling