+73.3%
TPG vs EPAM
-79.9%
+153.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | -6.5% | -2.2% | -4.4% | -5.9% |
| 30D | +0.1% | +17.8% | -17.7% | -4.3% |
| 3M | +14.5% | +19.9% | -5.4% | +7.6% |
| 6M | +17.3% | -21.6% | +38.9% | +23.8% |
| YTD | -20.5% | -44.0% | +23.5% | -8.3% |
| 1Y | -13.2% | -30.5% | +17.3% | -5.8% |
| 3Y | +87.7% | -56.8% | +144.5% | +121.7% |
| All | +73.3% | -79.9% | +153.3% | +118.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling