+6.5%
JEPI vs TAP
-18.5%
+25.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.0% | -5.3% | +3.2% | -1.8% |
| 30D | -2.0% | -7.4% | +5.3% | -1.6% |
| 3M | +3.8% | -4.9% | +8.7% | +4.0% |
| 6M | +0.8% | -14.2% | +15.0% | +1.4% |
| YTD | +3.7% | -14.8% | +18.5% | +4.2% |
| All | +6.5% | -18.5% | +25.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling