-4.5%
TT vs JEPI
+10.9%
-15.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -4.1% |
| 7D | -8.5% | +1.5% | -9.9% | -10.4% |
| 30D | -12.8% | +3.6% | -16.4% | -17.5% |
| 3M | -12.9% | +2.3% | -15.2% | -15.8% |
| 6M | -15.2% | +5.6% | -20.9% | -22.4% |
| YTD | +6.2% | +7.5% | -1.2% | -4.3% |
| 1Y | -4.5% | +10.6% | -15.1% | -17.5% |
| All | -4.5% | +10.9% | -15.4% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling