+174.0%
TXN vs JEPI
+93.4%
+80.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +2.0% |
| 7D | +2.7% | -1.1% | +3.8% | +4.6% |
| 30D | -6.7% | -1.3% | -5.5% | -4.8% |
| 3M | -8.9% | +3.3% | -12.3% | -14.0% |
| 6M | +34.7% | +1.0% | +33.7% | +32.6% |
| YTD | +53.3% | +4.2% | +49.1% | +43.3% |
| 1Y | +45.0% | +7.9% | +37.1% | +28.3% |
| 3Y | +73.1% | +30.0% | +43.1% | +17.0% |
| 5Y | +59.9% | +40.9% | +19.0% | -2.5% |
| All | +174.0% | +93.4% | +80.6% | +0.6% |
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