+2,512.5%
TKO vs EPAM
+751.2%
+1,761.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.4% |
| 7D | +0.7% | +2.0% | -1.2% | +0.4% |
| 30D | +1.6% | +6.5% | -4.9% | +0.2% |
| 3M | -7.8% | +19.9% | -27.7% | -11.3% |
| 6M | -13.3% | -16.9% | +3.6% | -11.6% |
| YTD | -10.3% | -42.9% | +32.6% | -3.2% |
| 1Y | -0.6% | -30.4% | +29.8% | +3.2% |
| 3Y | +88.5% | -54.7% | +143.2% | +104.6% |
| 5Y | +284.7% | -81.8% | +366.5% | +361.4% |
| 10Y | +905.7% | +65.5% | +840.3% | +614.7% |
| All | +2,512.5% | +751.2% | +1,761.3% | +1,423.0% |
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 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