+979.2%
TSEM vs JEPI
+93.8%
+885.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.7% |
| 7D | -4.9% | -1.0% | -3.9% | -3.5% |
| 30D | -18.7% | -1.4% | -17.3% | -17.2% |
| 3M | -18.1% | +3.5% | -21.7% | -22.2% |
| 6M | +77.1% | +1.9% | +75.2% | +72.5% |
| YTD | +80.1% | +4.4% | +75.7% | +69.9% |
| 1Y | +220.4% | +7.2% | +213.2% | +192.9% |
| 3Y | +650.1% | +29.8% | +620.3% | +462.9% |
| 5Y | +628.9% | +41.7% | +587.1% | +398.4% |
| All | +979.2% | +93.8% | +885.4% | +349.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling