+86.6%
TPG vs EPAM
-79.5%
+166.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -2.4% | +2.0% | -4.4% | -3.0% |
| 30D | +11.1% | +6.5% | +4.6% | +8.6% |
| 3M | +26.3% | +19.9% | +6.3% | +18.6% |
| 6M | +18.3% | -16.9% | +35.3% | +22.8% |
| YTD | -14.4% | -42.9% | +28.4% | -1.9% |
| 1Y | -6.7% | -30.4% | +23.7% | +1.2% |
| 3Y | +111.5% | -54.7% | +166.2% | +146.8% |
| All | +86.6% | -79.5% | +166.1% | +133.6% |
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