+407.0%
TSM vs JEPI
+29.8%
+377.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.1% |
| 7D | +4.8% | -1.1% | +5.9% | +6.7% |
| 30D | +4.0% | -1.3% | +5.3% | +6.1% |
| 3M | +2.0% | +3.3% | -1.4% | -3.6% |
| 6M | +25.5% | +1.0% | +24.5% | +23.4% |
| YTD | +44.0% | +4.2% | +39.8% | +34.9% |
| 1Y | +75.4% | +7.9% | +67.5% | +55.3% |
| All | +407.0% | +29.8% | +377.2% | +230.7% |
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 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