-85.4%
TTD vs EPAM
-77.4%
-8.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +2.5% |
| 7D | +5.2% | +13.4% | -8.2% | -1.4% |
| 30D | +6.9% | +47.1% | -40.1% | -10.2% |
| 3M | -26.8% | +71.2% | -98.0% | -42.7% |
| 6M | -46.1% | +48.9% | -95.1% | -55.7% |
| YTD | -65.9% | -22.2% | -43.7% | -63.9% |
| 1Y | -71.8% | -5.2% | -66.7% | -72.6% |
| 3Y | -83.3% | -34.9% | -48.4% | -82.1% |
| All | -85.4% | -77.4% | -8.0% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling