+92.8%
JEPI vs TCOM
+53.4%
+39.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -2.0% | -6.5% | +4.5% | -1.7% |
| 30D | -2.0% | -16.2% | +14.2% | -1.1% |
| 3M | +3.8% | -19.3% | +23.1% | +4.9% |
| 6M | +0.8% | -27.2% | +28.1% | +2.4% |
| YTD | +3.7% | -46.2% | +49.9% | +6.9% |
| 1Y | +7.1% | -46.6% | +53.7% | +10.4% |
| 3Y | +29.4% | +8.4% | +21.0% | +27.6% |
| 5Y | +40.8% | +25.8% | +14.9% | +35.7% |
| All | +92.8% | +53.4% | +39.4% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling