+734.7%
TT vs EPAM
+168.6%
+566.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.7% |
| 7D | +0.8% | +18.8% | -18.0% | -2.4% |
| 30D | -11.8% | +44.9% | -56.7% | -17.5% |
| 3M | -11.6% | +68.6% | -80.1% | -19.6% |
| 6M | -9.3% | +65.4% | -74.7% | -18.4% |
| YTD | +8.9% | -19.9% | +28.8% | +10.7% |
| 1Y | -2.2% | -10.0% | +7.8% | -3.0% |
| 3Y | +91.9% | -30.3% | +122.1% | +93.0% |
| 5Y | +136.0% | -75.7% | +211.7% | +185.5% |
| 10Y | +734.7% | +167.2% | +567.5% | +374.8% |
| All | +734.7% | +168.6% | +566.1% | +374.8% |
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