+329.6%
TTD vs EPAM
+132.0%
+197.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +3.0% |
| 7D | +5.2% | +13.4% | -8.2% | -3.7% |
| 30D | +6.9% | +47.1% | -40.1% | -15.3% |
| 3M | -26.8% | +71.2% | -98.0% | -47.2% |
| 6M | -46.1% | +48.9% | -95.1% | -58.7% |
| YTD | -65.9% | -22.2% | -43.7% | -63.4% |
| 1Y | -71.8% | -5.2% | -66.7% | -73.1% |
| 3Y | -83.3% | -34.9% | -48.4% | -81.9% |
| 5Y | -81.1% | -77.4% | -3.7% | -64.1% |
| 10Y | +441.7% | +158.1% | +283.6% | +42.8% |
| All | +329.6% | +132.0% | +197.6% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling