+808.8%
TTMI vs EPAM
-81.9%
+890.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.2% |
| 7D | +5.9% | +2.0% | +3.9% | +5.5% |
| 30D | -4.3% | +6.5% | -10.8% | -5.8% |
| 3M | -32.0% | +19.9% | -52.0% | -35.2% |
| 6M | +19.5% | -16.9% | +36.4% | +22.2% |
| YTD | +82.0% | -42.9% | +124.9% | +100.3% |
| 1Y | +172.6% | -30.4% | +203.0% | +184.8% |
| 3Y | +744.7% | -54.7% | +799.4% | +847.7% |
| All | +808.8% | -81.9% | +890.7% | +962.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling