+637.8%
TSEM vs JEPI
+29.2%
+608.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.0% |
| 7D | +0.9% | -2.0% | +3.0% | +4.7% |
| 30D | -16.6% | -2.0% | -14.6% | -13.6% |
| 3M | -10.9% | +3.8% | -14.7% | -17.1% |
| 6M | +78.0% | +0.8% | +77.2% | +74.9% |
| YTD | +77.2% | +3.7% | +73.5% | +65.2% |
| 1Y | +207.6% | +7.1% | +200.5% | +171.3% |
| All | +637.8% | +29.2% | +608.7% | +416.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling