+449.9%
TTMI vs EPAM
+163.7%
+286.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.6% | +14.8% | +13.6% |
| 7D | -1.6% | +9.1% | -10.7% | -4.7% |
| 30D | -37.7% | +38.5% | -76.2% | -43.2% |
| 3M | -45.1% | +61.0% | -106.1% | -52.2% |
| 6M | -52.1% | +58.0% | -110.2% | -59.5% |
| YTD | +9.2% | -23.5% | +32.6% | +11.4% |
| 1Y | +12.9% | -10.5% | +23.4% | +9.9% |
| 3Y | +445.5% | -33.8% | +479.3% | +458.5% |
| 5Y | +427.9% | -78.1% | +506.0% | +617.2% |
| 10Y | +449.9% | +157.7% | +292.1% | +101.2% |
| All | +449.9% | +163.7% | +286.2% | +101.2% |
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