-80.8%
TTD vs JEPI
+39.8%
-120.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.7% |
| 7D | -7.4% | -2.0% | -5.4% | -3.0% |
| 30D | +3.0% | -2.0% | +5.0% | +7.9% |
| 3M | -27.6% | +3.8% | -31.4% | -33.3% |
| 6M | -49.5% | +0.8% | -50.3% | -50.5% |
| YTD | -63.2% | +3.7% | -66.9% | -66.4% |
| 1Y | -69.7% | +7.1% | -76.8% | -74.4% |
| 3Y | -83.3% | +29.4% | -112.7% | -91.2% |
| 5Y | -80.8% | +40.8% | -121.6% | -91.0% |
| All | -80.8% | +39.8% | -120.6% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling