+1,050.8%
TTMI vs JEPI
+94.5%
+956.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +4.0% |
| 7D | +12.2% | -0.2% | +12.4% | +12.5% |
| 30D | -5.7% | -0.6% | -5.1% | -5.0% |
| 3M | -27.5% | +4.8% | -32.3% | -33.6% |
| 6M | +47.1% | +2.1% | +45.0% | +42.1% |
| YTD | +87.5% | +4.8% | +82.6% | +74.0% |
| 1Y | +175.2% | +8.4% | +166.8% | +143.2% |
| 3Y | +901.9% | +30.8% | +871.1% | +579.2% |
| 5Y | +843.5% | +41.0% | +802.5% | +482.7% |
| All | +1,050.8% | +94.5% | +956.3% | +354.9% |
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 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