+71.0%
TPG vs EPAM
-29.8%
+100.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +4.2% | -1.1% | +5.3% | +4.4% |
| 30D | +13.5% | +41.8% | -28.3% | +0.4% |
| 3M | -3.3% | +63.4% | -66.6% | -18.6% |
| 6M | +11.8% | +72.2% | -60.4% | -9.4% |
| YTD | -20.9% | -20.0% | -0.8% | -15.3% |
| 1Y | -13.1% | -9.0% | -4.1% | -11.1% |
| All | +71.0% | -29.8% | +100.8% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling