Depending on your year/system we can give you more specific info. There is a better pressure bottle cap for Renix XJ's and tips to burp the system. Otherwise if your Jeep is an HO model, just get a new radiator cap- they are cheap and wear out, causing pressure loss.
Here is a post from a fellow who goes by "5-90" on an XJ-specific forum regarding cooling systems in general. Some of it is specific to Renix Jeeps with pressure bottles, but overall is very good info:
A "blown" cap can and do cause coolant loss. The pressure maintained by the cap causes the coolant to boil at a higher temperature - loss of pressure will depress the boiling point again, and that means you'll have steam escaping the system.
You gain 3*F from the normal 212*F boiling point for each 1psig of the cap - so a 16psig cap means you'll be boiling at 212*F + 48*F = 260*F. Design temperature of the 6-242 is 210-215*F, so you're right on the edge of boiling at atmospheric pressure... (The reverse is also true - you lose 3*F margin for each 1psig you lose over the water. I'll leave looking up the decrease in boiling point due to altitude as an exercise for the pupil.)
Given that this is a plastic tank, it's also fairly common for it to crack along a seam line or a mould parting line after a few years. I'll source replacements from Morros 4x4 Center - for a decent price, you get a new tank (by Crown, which is a brand that has always treated me well so far) and a new cap stuck on it (also Crown.) I've been replacing caps every five years without incident.
Other things that can help:
- Drilling the thermostat. As mentioned above, drill the two holes in the tstat. This will help prevent a "steam void" behind the thing, and will help get the initial air pocket out from behind it as well.
- Water Wetter, by RedLine. I love this stuff!
- Make sure your fan clutch is up to scratch. On the XJ, it is not a "lifetime" part, it is a maintenance part. About every five years, and I find it a good habit to pick a flat spot you'll be able to see easily with the thing installed, and write the date you installed it there (ditto the cap. Ditto the mileage on the oil filter. You can eventually accumulate enough vehicles that you lose track, and I have CRS anyhow.)
- If you have the thermostat out, check the inside of that housing. A grinding burr (not a stone!) will work neatly for getting any casting flash and surface irregularities out of the thing - which can impede coolant flow.
- Blast your radiator fins out with a garden hose, from the engine side! I've seen some amazing crud get stuck in there...
- Degrease your engine. You wouldn't normally think of this, but a clean engine is a cool engine - it doesn't get rid of heat simply through the radiator!
If you continue having problems, consider finding one of the XJ-specific technical forums for help.
Good luck...