+880.1%
TPR vs JEPI
+95.7%
+784.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | -2.3% | -0.3% | -2.0% | -1.7% |
| 30D | -23.0% | +0.1% | -23.1% | -23.2% |
| 3M | -12.5% | +4.8% | -17.2% | -18.9% |
| 6M | -21.4% | +1.0% | -22.4% | -22.3% |
| YTD | -3.5% | +5.5% | -9.0% | -11.2% |
| 1Y | +17.4% | +9.2% | +8.1% | +2.3% |
| 3Y | +291.3% | +31.2% | +260.1% | +157.1% |
| 5Y | +241.9% | +41.4% | +200.5% | +101.8% |
| All | +880.1% | +95.7% | +784.4% | +226.2% |
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