-52.9%
TTD vs JEPI
+93.8%
-146.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +1.2% |
| 7D | -0.6% | -1.0% | +0.4% | +1.6% |
| 30D | +6.3% | -1.4% | +7.7% | +9.7% |
| 3M | -24.1% | +3.5% | -27.7% | -29.5% |
| 6M | -47.4% | +1.9% | -49.4% | -49.7% |
| YTD | -62.2% | +4.4% | -66.7% | -65.9% |
| 1Y | -68.3% | +7.2% | -75.5% | -73.0% |
| 3Y | -83.4% | +29.8% | -113.2% | -90.9% |
| 5Y | -80.3% | +41.7% | -122.0% | -90.5% |
| All | -52.9% | +93.8% | -146.7% | -87.0% |
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