-25.1%
TGT vs JEPI
+41.5%
-66.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.9% |
| 7D | -5.2% | -1.0% | -4.2% | -3.8% |
| 30D | +1.2% | -1.4% | +2.6% | +3.4% |
| 3M | +18.4% | +3.5% | +14.8% | +12.6% |
| 6M | +33.4% | +1.9% | +31.5% | +29.8% |
| YTD | +63.8% | +4.4% | +59.4% | +53.5% |
| 1Y | +77.2% | +7.2% | +70.0% | +60.0% |
| 3Y | +41.8% | +29.8% | +12.0% | -3.9% |
| All | -25.1% | +41.5% | -66.6% | -55.6% |
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