+127.9%
TT vs EPAM
-77.4%
+205.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +2.7% |
| 7D | -2.0% | +13.4% | -15.4% | -3.3% |
| 30D | -14.0% | +47.1% | -61.1% | -17.4% |
| 3M | -15.9% | +71.2% | -87.0% | -20.6% |
| 6M | -17.3% | +48.9% | -66.3% | -21.2% |
| YTD | +4.0% | -22.2% | +26.2% | +6.4% |
| 1Y | -7.1% | -5.2% | -1.9% | -7.6% |
| 3Y | +90.2% | -34.9% | +125.2% | +94.3% |
| All | +127.9% | -77.4% | +205.3% | +162.9% |
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