+71.7%
TSCO vs JEPI
+92.4%
-20.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.8% |
| 7D | -3.1% | -2.0% | -1.1% | -0.5% |
| 30D | -4.4% | -2.0% | -2.3% | -1.8% |
| 3M | +9.7% | +3.8% | +5.9% | +4.6% |
| 6M | -32.4% | +0.8% | -33.2% | -33.0% |
| YTD | -31.7% | +3.7% | -35.4% | -34.6% |
| 1Y | -41.3% | +7.1% | -48.4% | -46.1% |
| 3Y | -18.3% | +29.4% | -47.7% | -41.5% |
| 5Y | -10.3% | +40.8% | -51.0% | -42.0% |
| All | +71.7% | +92.4% | -20.7% | -22.6% |
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