+2,301.6%
TT vs EPAM
+751.2%
+1,550.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -0.2% | +2.0% | -2.2% | -0.6% |
| 30D | -7.4% | +6.5% | -13.9% | -8.7% |
| 3M | -3.2% | +19.9% | -23.1% | -7.1% |
| 6M | +1.1% | -16.9% | +18.0% | +3.0% |
| YTD | +15.6% | -42.9% | +58.5% | +24.6% |
| 1Y | +9.2% | -30.4% | +39.5% | +12.9% |
| 3Y | +124.4% | -54.7% | +179.1% | +143.8% |
| 5Y | +138.0% | -81.8% | +219.8% | +188.2% |
| 10Y | +886.4% | +65.5% | +820.9% | +633.0% |
| All | +2,301.6% | +751.2% | +1,550.4% | +1,366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling