+550.5%
TTD vs EPAM
+163.7%
+386.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.6% | +17.0% | +16.3% |
| 7D | +19.0% | +9.1% | +9.9% | +11.1% |
| 30D | +23.6% | +38.5% | -14.9% | +1.1% |
| 3M | +8.2% | +61.0% | -52.8% | -18.7% |
| 6M | -35.3% | +58.0% | -93.3% | -52.0% |
| YTD | -60.7% | -23.5% | -37.2% | -57.5% |
| 1Y | -65.3% | -10.5% | -54.7% | -65.7% |
| 3Y | -80.6% | -33.8% | -46.7% | -79.2% |
| 5Y | -84.6% | -78.1% | -6.5% | -70.1% |
| 10Y | +550.5% | +157.7% | +392.8% | +66.0% |
| All | +550.5% | +163.7% | +386.8% | +66.0% |
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