+10.6%
JEPI vs TNA
+37.5%
-26.9%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.2% |
| 7D | +1.5% | +2.4% | -1.0% | +1.2% |
| 30D | +3.6% | -0.9% | +4.5% | +3.6% |
| 3M | +2.3% | -19.2% | +21.5% | +4.2% |
| 6M | +5.6% | -0.8% | +6.5% | +4.9% |
| YTD | +7.5% | +33.2% | -25.7% | +2.0% |
| 1Y | +10.6% | +38.5% | -27.9% | +4.2% |
| All | +10.6% | +37.5% | -26.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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