+94.2%
JEPI vs TCOM
+54.7%
+39.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -1.0% | -4.9% | +3.9% | -0.7% |
| 30D | -1.4% | -14.4% | +13.0% | -0.6% |
| 3M | +3.5% | -17.7% | +21.2% | +4.5% |
| 6M | +1.9% | -25.1% | +27.0% | +3.4% |
| YTD | +4.4% | -45.7% | +50.2% | +7.6% |
| 1Y | +7.2% | -47.9% | +55.1% | +10.6% |
| 3Y | +29.8% | +8.9% | +20.8% | +28.0% |
| 5Y | +41.7% | +26.9% | +14.9% | +36.6% |
| All | +94.2% | +54.7% | +39.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling