-68.3%
TTD vs JEPI
+7.8%
-76.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +1.9% |
| 7D | -0.6% | -1.0% | +0.4% | +0.5% |
| 30D | +6.3% | -1.4% | +7.7% | +8.0% |
| 3M | -24.1% | +3.5% | -27.7% | -26.5% |
| 6M | -47.4% | +1.9% | -49.4% | -48.3% |
| YTD | -62.2% | +4.4% | -66.7% | -64.7% |
| 1Y | -68.3% | +7.2% | -75.5% | -71.1% |
| All | -68.3% | +7.8% | -76.1% | -71.1% |
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