+103.2%
TMUS vs JEPI
+93.8%
+9.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.3% |
| 7D | +0.4% | -1.0% | +1.4% | +1.4% |
| 30D | +3.5% | -1.4% | +5.0% | +5.0% |
| 3M | -1.3% | +3.5% | -4.9% | -4.4% |
| 6M | -13.6% | +1.9% | -15.5% | -15.2% |
| YTD | -8.8% | +4.4% | -13.2% | -12.7% |
| 1Y | -22.9% | +7.2% | -30.1% | -28.2% |
| 3Y | +36.7% | +29.8% | +7.0% | +2.7% |
| 5Y | +46.6% | +41.7% | +4.9% | -0.9% |
| All | +103.2% | +93.8% | +9.4% | -11.5% |
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