+417.0%
TTMI vs EPAM
-75.7%
+492.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +11.4% | +2.4% | +9.0% | +11.0% |
| 30D | -28.3% | +42.3% | -70.6% | -32.4% |
| 3M | -46.7% | +60.7% | -107.3% | -50.9% |
| 6M | -56.1% | +80.5% | -136.6% | -61.4% |
| YTD | +7.4% | -20.4% | +27.7% | +11.7% |
| 1Y | +17.4% | -9.6% | +27.0% | +18.3% |
| 3Y | +429.1% | -30.5% | +459.6% | +449.9% |
| All | +417.0% | -75.7% | +492.7% | +475.6% |
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 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