+798.9%
TTMI vs JEPI
+40.5%
+758.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | +6.0% | -2.0% | +8.1% | +9.9% |
| 30D | -6.4% | -2.0% | -4.4% | -3.1% |
| 3M | -28.9% | +3.8% | -32.7% | -34.1% |
| 6M | +26.9% | +0.8% | +26.0% | +24.9% |
| YTD | +77.3% | +3.7% | +73.6% | +66.9% |
| 1Y | +147.5% | +7.1% | +140.4% | +121.7% |
| 3Y | +847.6% | +29.4% | +818.2% | +535.3% |
| All | +798.9% | +40.5% | +758.4% | +444.9% |
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