+444.9%
TTMI vs EPAM
-29.8%
+474.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.0% |
| 7D | +22.6% | -1.1% | +23.7% | +22.6% |
| 30D | -34.3% | +41.8% | -76.1% | -33.9% |
| 3M | -44.8% | +63.4% | -108.1% | -44.9% |
| 6M | -53.3% | +72.2% | -125.5% | -54.0% |
| YTD | +10.6% | -20.0% | +30.6% | +28.1% |
| 1Y | +8.2% | -9.0% | +17.2% | +20.4% |
| All | +444.9% | -29.8% | +474.6% | +499.8% |
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