+92.8%
JEPI vs TMF
-91.6%
+184.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -2.0% | -4.8% | +2.7% | -1.9% |
| 30D | -2.0% | -4.9% | +2.9% | -1.9% |
| 3M | +3.8% | -13.4% | +17.2% | +4.1% |
| 6M | +0.8% | -23.0% | +23.9% | +1.3% |
| YTD | +3.7% | -20.2% | +23.9% | +4.1% |
| 1Y | +7.1% | -26.5% | +33.6% | +7.6% |
| 3Y | +29.4% | -45.2% | +74.6% | +29.8% |
| 5Y | +40.8% | -88.4% | +129.2% | +37.7% |
| All | +92.8% | -91.6% | +184.5% | +85.8% |
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