-63.8%
TTD vs EPAM
-10.0%
-53.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | +20.8% | +18.5% | +2.3% | +12.8% |
| 30D | +33.8% | +44.0% | -10.2% | +14.8% |
| 3M | +17.8% | +63.0% | -45.1% | -3.8% |
| 6M | -25.7% | +67.3% | -93.0% | -40.6% |
| YTD | -57.9% | -20.5% | -37.4% | -55.3% |
| 1Y | -63.8% | -9.6% | -54.2% | -64.8% |
| All | -63.8% | -10.0% | -53.8% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling