+125.7%
TT vs EPAM
-77.2%
+202.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +20.6% | -25.0% | -6.2% |
| 7D | -9.0% | +23.0% | -32.0% | -10.9% |
| 30D | -17.6% | +51.6% | -69.2% | -21.0% |
| 3M | -18.7% | +50.8% | -69.5% | -22.2% |
| 6M | -17.4% | +51.1% | -68.6% | -21.4% |
| YTD | +1.5% | -19.1% | +20.7% | +3.6% |
| 1Y | -9.4% | +3.0% | -12.4% | -10.7% |
| 3Y | +85.1% | -31.2% | +116.2% | +88.0% |
| 5Y | +125.7% | -76.5% | +202.2% | +157.6% |
| All | +125.7% | -77.2% | +202.9% | +157.6% |
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 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