-53.9%
TTD vs JEPI
+94.5%
-148.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.5% |
| 7D | +1.7% | -0.2% | +2.0% | +2.4% |
| 30D | +1.6% | -0.6% | +2.2% | +3.0% |
| 3M | -27.8% | +4.8% | -32.6% | -34.7% |
| 6M | -52.1% | +2.1% | -54.2% | -54.3% |
| YTD | -63.1% | +4.8% | -67.9% | -66.9% |
| 1Y | -73.1% | +8.4% | -81.5% | -77.7% |
| 3Y | -83.3% | +30.8% | -114.1% | -91.0% |
| 5Y | -80.6% | +41.0% | -121.6% | -90.5% |
| All | -53.9% | +94.5% | -148.5% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling