+146.0%
TT vs EPAM
-81.9%
+227.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | 0.0% | +2.0% | -2.0% | -0.2% |
| 30D | -7.2% | +6.5% | -13.7% | -8.0% |
| 3M | -3.0% | +19.9% | -22.9% | -5.3% |
| 6M | +1.4% | -16.9% | +18.3% | +3.1% |
| YTD | +15.9% | -42.9% | +58.8% | +22.8% |
| 1Y | +9.4% | -30.4% | +39.8% | +12.4% |
| 3Y | +124.4% | -54.7% | +179.1% | +138.9% |
| All | +146.0% | -81.9% | +227.9% | +181.7% |
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