+261.2%
TDG vs JEPI
+92.4%
+168.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.8% |
| 7D | -2.7% | -2.0% | -0.6% | +0.4% |
| 30D | -9.3% | -2.0% | -7.3% | -6.4% |
| 3M | -7.1% | +3.8% | -10.8% | -11.9% |
| 6M | -11.2% | +0.8% | -12.0% | -11.9% |
| YTD | -15.3% | +3.7% | -19.0% | -19.5% |
| 1Y | -12.5% | +7.1% | -19.6% | -20.8% |
| 3Y | +51.2% | +29.4% | +21.8% | +2.2% |
| 5Y | +126.1% | +40.8% | +85.4% | +34.6% |
| All | +261.2% | +92.4% | +168.8% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling