-51.9%
TSLL vs JEPI
+41.1%
-93.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +10.3% |
| 7D | +5.8% | -0.2% | +6.0% | +6.9% |
| 30D | +21.7% | -0.6% | +22.3% | +24.6% |
| 3M | -28.2% | +4.8% | -33.0% | -40.2% |
| 6M | -29.5% | +2.1% | -31.6% | -35.0% |
| YTD | -47.5% | +4.8% | -52.4% | -56.5% |
| 1Y | -20.8% | +8.4% | -29.2% | -42.3% |
| 3Y | -26.7% | +30.8% | -57.5% | -64.1% |
| All | -51.9% | +41.1% | -93.1% | -78.7% |
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