+41.0%
JEPI vs TYL
-28.2%
+69.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | +0.1% |
| 7D | -0.2% | -7.6% | +7.4% | +1.0% |
| 30D | -0.6% | +11.3% | -11.9% | -2.4% |
| 3M | +4.8% | +14.5% | -9.7% | +2.1% |
| 6M | +2.1% | -7.1% | +9.2% | +2.9% |
| YTD | +4.8% | -23.4% | +28.2% | +9.2% |
| 1Y | +8.4% | -38.6% | +47.0% | +18.0% |
| 3Y | +30.8% | -11.3% | +42.1% | +30.6% |
| 5Y | +41.0% | -28.0% | +68.9% | +40.7% |
| All | +41.0% | -28.2% | +69.1% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling