+94.2%
JEPI vs TXT
+198.9%
-104.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.2% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | -1.4% | -8.9% | +7.4% | +0.4% |
| 3M | +3.5% | -13.6% | +17.1% | +6.4% |
| 6M | +1.9% | -13.1% | +15.0% | +4.4% |
| YTD | +4.4% | -7.0% | +11.5% | +5.3% |
| 1Y | +7.2% | -1.4% | +8.6% | +6.7% |
| 3Y | +29.8% | +7.0% | +22.8% | +25.4% |
| 5Y | +41.7% | +15.4% | +26.3% | +33.4% |
| All | +94.2% | +198.9% | -104.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling