+28.9%
JEPI vs TLN
+469.0%
-440.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.4% |
| 7D | -2.0% | +2.0% | -4.0% | -2.1% |
| 30D | -2.0% | -12.9% | +10.9% | -1.3% |
| 3M | +3.8% | -7.4% | +11.2% | +3.9% |
| 6M | +0.8% | -6.0% | +6.9% | +0.6% |
| YTD | +3.7% | -16.9% | +20.6% | +4.0% |
| 1Y | +7.1% | -22.6% | +29.7% | +7.7% |
| All | +28.9% | +469.0% | -440.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling