+277.6%
TSM vs JEPI
+39.8%
+237.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.0% |
| 7D | +2.6% | -2.0% | +4.7% | +5.7% |
| 30D | +1.4% | -2.0% | +3.4% | +4.4% |
| 3M | +5.0% | +3.8% | +1.2% | -0.7% |
| 6M | +24.0% | +0.8% | +23.1% | +22.5% |
| YTD | +41.6% | +3.7% | +37.9% | +34.7% |
| 1Y | +66.2% | +7.1% | +59.1% | +51.1% |
| 3Y | +398.2% | +29.4% | +368.8% | +253.7% |
| 5Y | +277.6% | +40.8% | +236.9% | +144.0% |
| All | +277.6% | +39.8% | +237.8% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling