+41.9%
TMUS vs JEPI
+40.2%
+1.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | -5.3% | -1.1% | -4.2% | -4.4% |
| 30D | +0.1% | -1.3% | +1.4% | +1.2% |
| 3M | -0.6% | +3.3% | -4.0% | -3.3% |
| 6M | -17.5% | +1.0% | -18.6% | -18.2% |
| YTD | -11.3% | +4.2% | -15.5% | -14.6% |
| 1Y | -25.4% | +7.9% | -33.3% | -30.5% |
| 3Y | +35.5% | +30.0% | +5.5% | +4.0% |
| 5Y | +41.9% | +40.9% | +1.0% | -1.4% |
| All | +41.9% | +40.2% | +1.7% | -1.4% |
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