+9.2%
JEPI vs TRGP
+80.7%
-71.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +0.1% | +11.5% | -11.4% | -0.1% |
| 3M | +4.8% | +9.0% | -4.2% | +4.5% |
| 6M | +1.0% | +20.5% | -19.5% | +0.2% |
| YTD | +5.5% | +59.5% | -54.0% | +3.0% |
| 1Y | +9.2% | +77.9% | -68.7% | +5.7% |
| All | +9.2% | +80.7% | -71.5% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling