+265.5%
TDG vs JEPI
+93.8%
+171.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.2% |
| 7D | -1.9% | -1.0% | -0.9% | -0.4% |
| 30D | -7.7% | -1.4% | -6.3% | -5.7% |
| 3M | -9.3% | +3.5% | -12.9% | -13.8% |
| 6M | -9.4% | +1.9% | -11.3% | -11.6% |
| YTD | -14.3% | +4.4% | -18.7% | -19.4% |
| 1Y | -11.8% | +7.2% | -19.0% | -20.3% |
| 3Y | +52.0% | +29.8% | +22.2% | +2.4% |
| 5Y | +128.8% | +41.7% | +87.1% | +34.8% |
| All | +265.5% | +93.8% | +171.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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