+29.8%
JEPI vs TSN
+13.0%
+16.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.0% | +3.0% | -4.0% | -1.3% |
| 30D | -1.4% | -4.2% | +2.8% | -1.0% |
| 3M | +3.5% | -3.9% | +7.4% | +3.8% |
| 6M | +1.9% | -9.8% | +11.8% | +2.8% |
| YTD | +4.4% | -7.3% | +11.7% | +4.8% |
| 1Y | +7.2% | -2.2% | +9.4% | +6.7% |
| 3Y | +29.8% | +11.9% | +17.9% | +24.2% |
| All | +29.8% | +13.0% | +16.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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