+508.5%
TTD vs EPAM
+157.4%
+351.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +21.3% | +2.4% | +18.9% | +19.6% |
| 30D | +28.7% | +42.3% | -13.6% | +3.8% |
| 3M | +7.7% | +60.7% | -53.0% | -19.0% |
| 6M | -23.5% | +80.5% | -104.0% | -47.2% |
| YTD | -58.7% | -20.4% | -38.3% | -56.3% |
| 1Y | -63.4% | -9.6% | -53.8% | -64.0% |
| 3Y | -75.3% | -30.5% | -44.8% | -74.3% |
| 5Y | -84.4% | -75.7% | -8.7% | -72.0% |
| All | +508.5% | +157.4% | +351.1% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling