-72.0%
TTD vs JEPI
+10.9%
-82.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.0% |
| 7D | +3.7% | +1.5% | +2.2% | +2.1% |
| 30D | +10.4% | +3.6% | +6.9% | +6.6% |
| 3M | -31.6% | +2.3% | -33.9% | -33.2% |
| 6M | -45.1% | +5.6% | -50.7% | -47.9% |
| YTD | -65.1% | +7.5% | -72.6% | -68.4% |
| 1Y | -72.0% | +10.6% | -82.6% | -76.1% |
| All | -72.0% | +10.9% | -82.9% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling