+93.8%
JEPI vs TSN
+4.0%
+89.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -1.1% | -7.3% | +6.2% | -0.2% |
| 30D | -1.3% | -8.6% | +7.4% | -0.2% |
| 3M | +3.3% | -7.5% | +10.9% | +4.3% |
| 6M | +1.0% | -14.1% | +15.1% | +2.7% |
| YTD | +4.2% | -9.4% | +13.7% | +5.1% |
| 1Y | +7.9% | -4.1% | +12.0% | +7.9% |
| 3Y | +30.0% | +10.3% | +19.7% | +26.7% |
| 5Y | +40.9% | -19.7% | +60.6% | +44.4% |
| All | +93.8% | +4.0% | +89.8% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling