+101.3%
JEPI vs TMF
-92.0%
+193.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.2% |
| 7D | +2.9% | -8.2% | +11.1% | +3.1% |
| 30D | +2.6% | +5.3% | -2.8% | +2.5% |
| 3M | +2.2% | -8.5% | +10.7% | +2.4% |
| 6M | +7.6% | -17.2% | +24.8% | +7.9% |
| YTD | +8.3% | -23.4% | +31.7% | +8.8% |
| 1Y | +9.7% | -30.2% | +40.0% | +10.4% |
| 3Y | +36.7% | -32.9% | +69.6% | +37.2% |
| 5Y | +44.4% | -88.5% | +133.0% | +41.4% |
| All | +101.3% | -92.0% | +193.3% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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