+421.6%
TTMI vs EPAM
+1,058.6%
-637.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.9% | +10.8% | +7.6% |
| 7D | -19.8% | +13.4% | -33.2% | -22.7% |
| 30D | -48.1% | +47.1% | -95.2% | -52.9% |
| 3M | -51.2% | +71.2% | -122.4% | -57.5% |
| 6M | -59.6% | +48.9% | -108.5% | -64.7% |
| YTD | -3.6% | -22.2% | +18.6% | -2.8% |
| 1Y | -2.3% | -5.2% | +2.8% | -6.5% |
| 3Y | +369.4% | -34.9% | +404.3% | +380.0% |
| 5Y | +365.4% | -77.4% | +442.8% | +472.8% |
| 10Y | +413.2% | +158.1% | +255.1% | +240.4% |
| All | +421.6% | +1,058.6% | -637.0% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling