+488.1%
TT vs JEPI
+92.4%
+395.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | -1.0% | -2.0% | +1.1% | +2.2% |
| 30D | -8.9% | -2.0% | -6.9% | -6.0% |
| 3M | -1.8% | +3.8% | -5.6% | -7.3% |
| 6M | +1.9% | +0.8% | +1.1% | +0.8% |
| YTD | +13.8% | +3.7% | +10.1% | +8.0% |
| 1Y | +6.1% | +7.1% | -1.0% | -4.1% |
| 3Y | +119.6% | +29.4% | +90.2% | +48.7% |
| 5Y | +145.9% | +40.8% | +105.1% | +48.2% |
| All | +488.1% | +92.4% | +395.6% | +108.7% |
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 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