+101.9%
JEPI vs TMF
-91.6%
+193.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.1% | -3.4% | +3.2% | -0.1% |
| 30D | +2.8% | +11.5% | -8.7% | +2.6% |
| 3M | +2.6% | -4.5% | +7.1% | +2.7% |
| 6M | +8.4% | -15.0% | +23.3% | +8.6% |
| YTD | +8.6% | -19.9% | +28.5% | +9.0% |
| 1Y | +10.4% | -26.6% | +37.0% | +10.9% |
| 3Y | +37.1% | -29.8% | +66.9% | +37.5% |
| 5Y | +45.5% | -88.2% | +133.7% | +42.3% |
| All | +101.9% | -91.6% | +193.5% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling