+74.5%
JEPQ vs TYL
+8.9%
+65.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.6% |
| 7D | -5.6% | +6.7% | -12.3% | -6.8% |
| 30D | -11.3% | +26.5% | -37.9% | -15.3% |
| 3M | -6.5% | +37.3% | -43.8% | -12.5% |
| 6M | -3.6% | +31.2% | -34.7% | -9.5% |
| YTD | +2.2% | -7.4% | +9.6% | +4.8% |
| 1Y | +4.8% | -9.6% | +14.3% | +8.1% |
| 3Y | +56.3% | +1.9% | +54.4% | +50.8% |
| All | +74.5% | +8.9% | +65.7% | +64.2% |
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