+468.0%
TT vs JEPI
+101.5%
+366.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | -0.5% |
| 7D | +3.5% | -0.1% | +3.6% | +3.8% |
| 30D | -11.0% | +2.8% | -13.9% | -14.8% |
| 3M | -12.0% | +2.6% | -14.6% | -15.4% |
| 6M | -10.4% | +8.4% | -18.8% | -20.8% |
| YTD | +9.9% | +8.6% | +1.3% | -2.9% |
| 1Y | +1.5% | +10.4% | -8.9% | -12.4% |
| 3Y | +93.7% | +37.1% | +56.6% | +19.7% |
| 5Y | +139.2% | +45.5% | +93.7% | +37.1% |
| All | +468.0% | +101.5% | +366.5% | +87.8% |
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