+94.2%
JEPI vs TRMB
+46.3%
+47.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.0% | -3.0% | +2.0% | -0.4% |
| 30D | -1.4% | +2.3% | -3.7% | -1.9% |
| 3M | +3.5% | +15.3% | -11.8% | +0.4% |
| 6M | +1.9% | -14.7% | +16.6% | +4.7% |
| YTD | +4.4% | -26.4% | +30.8% | +10.3% |
| 1Y | +7.2% | -30.4% | +37.6% | +14.4% |
| 3Y | +29.8% | +13.5% | +16.2% | +23.6% |
| 5Y | +41.7% | -38.6% | +80.3% | +47.6% |
| All | +94.2% | +46.3% | +47.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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