+218.7%
TPR vs JEPI
+40.2%
+178.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.3% |
| 7D | -7.3% | -1.1% | -6.2% | -5.4% |
| 30D | -30.7% | -1.3% | -29.5% | -29.1% |
| 3M | -21.6% | +3.3% | -25.0% | -25.8% |
| 6M | -21.3% | +1.0% | -22.3% | -22.3% |
| YTD | -10.2% | +4.2% | -14.4% | -15.7% |
| 1Y | +9.5% | +7.9% | +1.6% | -2.9% |
| 3Y | +280.8% | +30.0% | +250.8% | +150.7% |
| 5Y | +218.7% | +40.9% | +177.8% | +83.5% |
| All | +218.7% | +40.2% | +178.5% | +83.5% |
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 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