+94.2%
JEPI vs TKO
+353.6%
-259.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.0% | +2.3% | -3.3% | -1.2% |
| 30D | -1.4% | -2.5% | +1.1% | -1.2% |
| 3M | +3.5% | -10.6% | +14.1% | +4.6% |
| 6M | +1.9% | -5.1% | +7.0% | +2.2% |
| YTD | +4.4% | -8.2% | +12.7% | +4.9% |
| 1Y | +7.2% | -4.4% | +11.6% | +7.1% |
| 3Y | +29.8% | +100.4% | -70.6% | +20.1% |
| 5Y | +41.7% | +294.3% | -252.6% | +21.7% |
| All | +94.2% | +353.6% | -259.5% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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