+8.4%
JEPQ vs TYL
-10.1%
+18.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +1.3% |
| 7D | -4.9% | +17.3% | -22.2% | -3.8% |
| 30D | -6.7% | +28.9% | -35.6% | -5.1% |
| 3M | -3.0% | +35.1% | -38.1% | -1.0% |
| 6M | +1.4% | +29.3% | -28.0% | +3.9% |
| YTD | +6.5% | -6.8% | +13.2% | +9.0% |
| 1Y | +8.4% | -9.9% | +18.3% | +10.4% |
| All | +8.4% | -10.1% | +18.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling