+970.0%
TPR vs JEPI
+101.5%
+868.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -3.2% |
| 7D | +6.4% | -0.1% | +6.5% | +6.0% |
| 30D | +13.8% | +2.8% | +10.9% | +8.0% |
| 3M | -16.6% | +2.6% | -19.2% | -20.6% |
| 6M | +0.7% | +8.4% | -7.7% | -12.3% |
| YTD | +5.3% | +8.6% | -3.3% | -8.1% |
| 1Y | +32.4% | +10.4% | +22.0% | +12.5% |
| 3Y | +406.4% | +37.1% | +369.3% | +207.8% |
| 5Y | +227.9% | +45.5% | +182.4% | +83.6% |
| All | +970.0% | +101.5% | +868.5% | +237.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling