+93.8%
JEPI vs TYL
-4.6%
+98.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -1.1% | -8.6% | +7.5% | +0.2% |
| 30D | -1.3% | +7.5% | -8.8% | -2.5% |
| 3M | +3.3% | +10.9% | -7.6% | +1.3% |
| 6M | +1.0% | -6.7% | +7.7% | +1.6% |
| YTD | +4.2% | -24.5% | +28.7% | +8.4% |
| 1Y | +7.9% | -38.6% | +46.6% | +16.6% |
| 3Y | +30.0% | -12.6% | +42.7% | +30.4% |
| 5Y | +40.9% | -28.2% | +69.2% | +42.6% |
| All | +93.8% | -4.6% | +98.4% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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