+2,655.9%
TKO vs EPAM
+1,086.5%
+1,569.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.3% | +2.4% | -0.1% | +1.9% |
| 30D | +13.4% | +42.3% | -29.0% | +6.4% |
| 3M | -1.7% | +60.7% | -62.4% | -9.8% |
| 6M | +7.2% | +80.5% | -73.3% | -4.4% |
| YTD | -5.4% | -20.4% | +15.0% | -4.0% |
| 1Y | +8.7% | -9.6% | +18.3% | +7.8% |
| 3Y | +150.4% | -30.5% | +180.9% | +151.4% |
| 5Y | +276.6% | -75.7% | +352.3% | +330.2% |
| 10Y | +1,134.6% | +160.1% | +974.5% | +710.1% |
| All | +2,655.9% | +1,086.5% | +1,569.4% | +1,410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling