-65.5%
TTD vs EPAM
-11.8%
-53.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -1.6% | +17.0% | +16.0% |
| 7D | +19.0% | +9.1% | +9.9% | +14.5% |
| 30D | +23.6% | +38.5% | -14.9% | +7.4% |
| 3M | +8.2% | +61.0% | -52.8% | -11.4% |
| 6M | -35.3% | +58.0% | -93.3% | -47.1% |
| YTD | -60.7% | -23.5% | -37.2% | -57.7% |
| All | -65.5% | -11.8% | -53.7% | -64.6% |
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