+826.9%
TTMI vs EPAM
-54.6%
+881.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.0% |
| 7D | +5.9% | +2.0% | +3.9% | +5.7% |
| 30D | -4.3% | +6.5% | -10.8% | -4.9% |
| 3M | -32.0% | +19.9% | -52.0% | -33.3% |
| 6M | +19.5% | -16.9% | +36.4% | +26.4% |
| YTD | +82.0% | -42.9% | +124.9% | +110.4% |
| 1Y | +172.6% | -30.4% | +203.0% | +193.6% |
| All | +826.9% | -54.6% | +881.6% | +931.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling