+1,077.0%
TTMI vs EPAM
+65.2%
+1,011.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.3% |
| 7D | +12.2% | -0.9% | +13.0% | +12.3% |
| 30D | -5.7% | +18.4% | -24.1% | -9.9% |
| 3M | -27.5% | +19.2% | -46.7% | -32.5% |
| 6M | +47.1% | -21.0% | +68.1% | +51.9% |
| YTD | +87.5% | -43.7% | +131.2% | +109.8% |
| 1Y | +175.2% | -29.9% | +205.1% | +186.4% |
| 3Y | +901.9% | -56.5% | +958.5% | +1,064.4% |
| 5Y | +843.5% | -81.7% | +925.1% | +1,214.7% |
| 10Y | +1,077.0% | +64.5% | +1,012.5% | +453.0% |
| All | +1,077.0% | +65.2% | +1,011.8% | +453.0% |
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