+148.2%
TT vs JEPI
+40.2%
+107.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +3.2% |
| 30D | -6.7% | -1.3% | -5.4% | -4.8% |
| 3M | -5.4% | +3.3% | -8.8% | -10.0% |
| 6M | +4.4% | +1.0% | +3.4% | +3.0% |
| YTD | +14.9% | +4.2% | +10.7% | +8.3% |
| 1Y | +9.3% | +7.9% | +1.3% | -2.3% |
| 3Y | +121.7% | +30.0% | +91.7% | +49.3% |
| 5Y | +148.2% | +40.9% | +107.2% | +49.9% |
| All | +148.2% | +40.2% | +107.9% | +49.9% |
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 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