+92.8%
JEPI vs TD
+279.0%
-186.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -2.0% | -2.6% | +0.5% | -1.4% |
| 30D | -2.0% | -1.0% | -1.0% | -1.8% |
| 3M | +3.8% | +5.6% | -1.8% | +2.1% |
| 6M | +0.8% | +27.1% | -26.3% | -5.6% |
| YTD | +3.7% | +29.4% | -25.7% | -3.5% |
| 1Y | +7.1% | +60.7% | -53.6% | -5.9% |
| 3Y | +29.4% | +127.6% | -98.2% | +2.6% |
| 5Y | +40.8% | +125.4% | -84.6% | +12.5% |
| All | +92.8% | +279.0% | -186.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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