-4.4%
TKO vs EPAM
-24.0%
+19.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.1% |
| 7D | +2.3% | +0.7% | +1.6% | +2.2% |
| 30D | -2.5% | +17.6% | -20.0% | -3.7% |
| 3M | -10.6% | +27.1% | -37.7% | -12.8% |
| 6M | -5.1% | -17.0% | +11.9% | -4.3% |
| YTD | -8.2% | -42.4% | +34.2% | -7.7% |
| 1Y | -4.4% | -25.3% | +20.9% | -3.7% |
| All | -4.4% | -24.0% | +19.5% | -3.7% |
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