+839.5%
TSM vs JEPI
+95.7%
+743.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.4% |
| 7D | +2.7% | -0.3% | +3.1% | +3.2% |
| 30D | +3.6% | +0.1% | +3.5% | +3.3% |
| 3M | -3.4% | +4.8% | -8.1% | -9.7% |
| 6M | +20.6% | +1.0% | +19.6% | +19.0% |
| YTD | +41.9% | +5.5% | +36.4% | +31.8% |
| 1Y | +84.4% | +9.2% | +75.2% | +63.1% |
| 3Y | +380.2% | +31.2% | +349.1% | +233.4% |
| 5Y | +275.3% | +41.4% | +234.0% | +138.5% |
| All | +839.5% | +95.7% | +743.8% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling