+458.9%
TT vs JEPI
+100.7%
+358.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +4.0% | +2.7% | +1.3% | 0.0% |
| 30D | -11.3% | +2.5% | -13.8% | -14.7% |
| 3M | -12.3% | +1.9% | -14.2% | -14.9% |
| 6M | -10.8% | +7.7% | -18.6% | -20.4% |
| YTD | +8.2% | +8.2% | 0.0% | -3.8% |
| 1Y | +1.5% | +10.4% | -8.9% | -12.5% |
| 3Y | +91.5% | +36.5% | +55.0% | +19.1% |
| 5Y | +130.2% | +44.2% | +86.0% | +33.7% |
| All | +458.9% | +100.7% | +358.2% | +85.9% |
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