+79.3%
JEPQ vs TYL
+9.1%
+70.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -1.4% | +4.3% | -5.7% | -2.1% |
| 30D | -8.6% | +28.0% | -36.6% | -12.9% |
| 3M | -4.5% | +32.3% | -36.8% | -9.9% |
| 6M | -1.3% | +29.9% | -31.2% | -7.1% |
| YTD | +5.0% | -7.1% | +12.1% | +7.6% |
| 1Y | +5.9% | -9.2% | +15.1% | +9.1% |
| 3Y | +58.0% | +0.7% | +57.3% | +53.2% |
| All | +79.3% | +9.1% | +70.1% | +68.6% |
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