+885.1%
TTMI vs EPAM
+751.2%
+133.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.4% |
| 7D | +5.9% | +2.0% | +3.9% | +5.4% |
| 30D | -4.3% | +6.5% | -10.8% | -6.4% |
| 3M | -32.0% | +19.9% | -52.0% | -36.4% |
| 6M | +19.5% | -16.9% | +36.4% | +21.0% |
| YTD | +82.0% | -42.9% | +124.9% | +99.7% |
| 1Y | +172.6% | -30.4% | +203.0% | +182.8% |
| 3Y | +744.7% | -54.7% | +799.4% | +852.1% |
| 5Y | +805.6% | -81.8% | +887.4% | +1,077.2% |
| 10Y | +1,057.6% | +65.5% | +992.2% | +751.6% |
| All | +885.1% | +751.2% | +133.9% | +478.6% |
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 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