+498.9%
TT vs JEPI
+95.7%
+403.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.5% |
| 30D | -7.2% | +0.1% | -7.3% | -7.4% |
| 3M | -3.0% | +4.8% | -7.7% | -9.6% |
| 6M | +1.4% | +1.0% | +0.3% | 0.0% |
| YTD | +15.9% | +5.5% | +10.4% | +7.1% |
| 1Y | +9.4% | +9.2% | +0.2% | -4.0% |
| 3Y | +124.4% | +31.2% | +93.2% | +48.8% |
| 5Y | +138.0% | +41.4% | +96.6% | +42.7% |
| All | +498.9% | +95.7% | +403.1% | +107.1% |
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