-83.4%
TTD vs JEPI
+30.1%
-113.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +1.4% |
| 7D | -0.6% | -1.0% | +0.4% | +1.2% |
| 30D | +6.3% | -1.4% | +7.7% | +9.2% |
| 3M | -24.1% | +3.5% | -27.7% | -28.7% |
| 6M | -47.4% | +1.9% | -49.4% | -49.2% |
| YTD | -62.2% | +4.4% | -66.7% | -65.3% |
| 1Y | -68.3% | +7.2% | -75.5% | -72.4% |
| 3Y | -83.4% | +29.8% | -113.2% | -90.2% |
| All | -83.4% | +30.1% | -113.5% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling