+101.1%
JEPI vs TAP
+28.9%
+72.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.4% | -0.6% |
| 7D | +2.7% | +1.3% | +1.4% | +2.5% |
| 30D | +2.5% | +5.7% | -3.2% | +1.7% |
| 3M | +1.9% | -1.9% | +3.9% | +2.0% |
| 6M | +7.7% | +0.9% | +6.8% | +7.3% |
| YTD | +8.2% | -9.5% | +17.7% | +9.0% |
| 1Y | +10.4% | -9.0% | +19.3% | +11.1% |
| 3Y | +36.5% | -22.2% | +58.8% | +39.7% |
| 5Y | +44.2% | +1.2% | +43.0% | +42.0% |
| All | +101.1% | +28.9% | +72.1% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling