+66.3%
TPG vs EPAM
-79.9%
+146.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -11.8% | -4.5% | -7.4% | -10.7% |
| 30D | -6.3% | +14.6% | -20.9% | -9.7% |
| 3M | +13.6% | +23.1% | -9.5% | +6.0% |
| 6M | +13.8% | -19.5% | +33.3% | +19.2% |
| YTD | -23.7% | -44.1% | +20.4% | -12.0% |
| 1Y | -18.2% | -25.2% | +7.0% | -12.8% |
| 3Y | +80.1% | -56.8% | +137.0% | +112.8% |
| All | +66.3% | -79.9% | +146.3% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling