+93.8%
JEPI vs TW
+72.5%
+21.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -1.3% | -0.6% | -0.7% | -1.2% |
| 3M | +3.3% | +3.4% | -0.1% | +2.5% |
| 6M | +1.0% | -18.4% | +19.5% | +3.9% |
| YTD | +4.2% | -3.9% | +8.1% | +4.2% |
| 1Y | +7.9% | -13.3% | +21.3% | +9.7% |
| 3Y | +30.0% | +20.8% | +9.2% | +23.9% |
| 5Y | +40.9% | +20.3% | +20.6% | +31.5% |
| All | +93.8% | +72.5% | +21.3% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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