+129.1%
TT vs EPAM
-54.6%
+183.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | -0.2% | +2.0% | -2.2% | -0.3% |
| 30D | -7.4% | +6.5% | -13.9% | -7.7% |
| 3M | -3.2% | +19.9% | -23.1% | -3.8% |
| 6M | +1.1% | -16.9% | +18.0% | +3.3% |
| YTD | +15.6% | -42.9% | +58.5% | +21.8% |
| 1Y | +9.2% | -30.4% | +39.5% | +11.6% |
| All | +129.1% | -54.6% | +183.7% | +141.0% |
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