+558.1%
TTD vs EPAM
+168.6%
+389.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +0.8% |
| 7D | +19.9% | +18.8% | +1.1% | +7.1% |
| 30D | +27.6% | +44.9% | -17.3% | +1.9% |
| 3M | +15.2% | +68.6% | -53.4% | -15.6% |
| 6M | -33.2% | +65.4% | -98.6% | -51.6% |
| YTD | -59.4% | -19.9% | -39.5% | -57.1% |
| 1Y | -64.4% | -10.0% | -54.3% | -64.9% |
| 3Y | -75.9% | -30.3% | -45.6% | -74.9% |
| 5Y | -82.6% | -75.7% | -6.9% | -68.8% |
| 10Y | +558.1% | +167.2% | +390.9% | +66.0% |
| All | +558.1% | +168.6% | +389.5% | +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