+152.3%
TJX vs JEPI
+93.8%
+58.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.1% |
| 7D | -4.6% | -1.0% | -3.6% | -3.5% |
| 30D | -17.2% | -1.4% | -15.7% | -15.8% |
| 3M | -24.9% | +3.5% | -28.5% | -27.8% |
| 6M | -19.7% | +1.9% | -21.6% | -21.4% |
| YTD | -17.2% | +4.4% | -21.6% | -21.3% |
| 1Y | -9.4% | +7.2% | -16.6% | -16.4% |
| 3Y | +43.1% | +29.8% | +13.3% | +3.8% |
| 5Y | +96.7% | +41.7% | +55.0% | +27.4% |
| All | +152.3% | +93.8% | +58.5% | -4.7% |
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