+53.1%
TMUS vs JEPI
+45.1%
+8.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.0% |
| 7D | +8.2% | -0.1% | +8.3% | +8.2% |
| 30D | +13.4% | +2.8% | +10.5% | +10.6% |
| 3M | -3.0% | +2.6% | -5.7% | -5.2% |
| 6M | -8.8% | +8.4% | -17.1% | -14.9% |
| YTD | -13.8% | +8.6% | -22.5% | -20.0% |
| 1Y | -17.1% | +10.4% | -27.5% | -24.2% |
| 3Y | +22.7% | +37.1% | -14.4% | -10.4% |
| All | +53.1% | +45.1% | +8.1% | +5.3% |
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