+40.8%
JEPI vs TAP
-2.6%
+43.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -2.0% | -5.3% | +3.2% | -1.2% |
| 30D | -2.0% | -7.4% | +5.3% | -0.9% |
| 3M | +3.8% | -4.9% | +8.7% | +4.4% |
| 6M | +0.8% | -14.2% | +15.0% | +3.0% |
| YTD | +3.7% | -14.8% | +18.5% | +5.8% |
| 1Y | +7.1% | -18.1% | +25.2% | +9.9% |
| 3Y | +29.4% | -32.7% | +62.1% | +36.6% |
| 5Y | +40.8% | -0.5% | +41.2% | +36.5% |
| All | +40.8% | -2.6% | +43.3% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling