+30.8%
JEPI vs TYL
-10.9%
+41.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.1% |
| 7D | -0.2% | -7.6% | +7.4% | +0.6% |
| 30D | -0.6% | +11.3% | -11.9% | -1.9% |
| 3M | +4.8% | +14.5% | -9.7% | +2.9% |
| 6M | +2.1% | -7.1% | +9.2% | +2.9% |
| YTD | +4.8% | -23.4% | +28.2% | +9.1% |
| 1Y | +8.4% | -38.6% | +47.0% | +17.8% |
| 3Y | +30.8% | -11.3% | +42.1% | +32.9% |
| All | +30.8% | -10.9% | +41.6% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling