+45.9%
TEM vs JEPI
+19.9%
+26.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.5% |
| 7D | -9.2% | -2.0% | -7.1% | -2.6% |
| 30D | +5.5% | -2.0% | +7.5% | +12.9% |
| 3M | +18.7% | +3.8% | +14.9% | +4.6% |
| 6M | +15.4% | +0.8% | +14.6% | +12.4% |
| YTD | -0.5% | +3.7% | -4.2% | -12.6% |
| 1Y | -24.8% | +7.1% | -32.0% | -40.8% |
| All | +45.9% | +19.9% | +26.0% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling