-40.3%
TLT vs JEPI
+92.4%
-132.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.6% | -2.0% | +0.5% | -1.3% |
| 30D | -1.3% | -2.0% | +0.7% | -1.1% |
| 3M | -3.7% | +3.8% | -7.5% | -4.1% |
| 6M | -6.4% | +0.8% | -7.2% | -6.5% |
| YTD | -4.5% | +3.7% | -8.2% | -4.8% |
| 1Y | -5.9% | +7.1% | -13.0% | -6.5% |
| 3Y | -2.8% | +29.4% | -32.2% | -5.0% |
| 5Y | -35.1% | +40.8% | -75.8% | -36.5% |
| All | -40.3% | +92.4% | -132.8% | -34.9% |
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