+741.5%
TT vs EPAM
+165.6%
+575.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +3.5% | +18.5% | -15.0% | +0.3% |
| 30D | -11.0% | +44.0% | -55.1% | -16.7% |
| 3M | -12.0% | +63.0% | -75.0% | -19.6% |
| 6M | -10.4% | +67.3% | -77.7% | -19.6% |
| YTD | +9.9% | -20.5% | +30.5% | +11.9% |
| 1Y | +1.5% | -9.6% | +11.1% | +0.6% |
| 3Y | +93.7% | -30.8% | +124.5% | +95.1% |
| 5Y | +139.2% | -75.6% | +214.9% | +188.8% |
| 10Y | +741.5% | +159.6% | +581.9% | +379.3% |
| All | +741.5% | +165.6% | +575.9% | +379.3% |
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