+890.1%
TTMI vs JEPI
+30.1%
+860.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.0% |
| 7D | +0.7% | -1.0% | +1.7% | +2.7% |
| 30D | -8.4% | -1.4% | -7.0% | -5.9% |
| 3M | -32.5% | +3.5% | -36.0% | -37.9% |
| 6M | +32.5% | +1.9% | +30.5% | +27.0% |
| YTD | +83.2% | +4.4% | +78.8% | +68.4% |
| 1Y | +161.7% | +7.2% | +154.5% | +130.3% |
| 3Y | +890.1% | +29.8% | +860.4% | +474.4% |
| All | +890.1% | +30.1% | +860.1% | +474.4% |
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 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