+90.4%
JEPQ vs TYL
-10.0%
+100.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.8% |
| 7D | +1.4% | -7.6% | +9.0% | +3.0% |
| 30D | +1.3% | +11.3% | -10.0% | -1.0% |
| 3M | +3.8% | +14.5% | -10.7% | +0.2% |
| 6M | +12.2% | -7.1% | +19.3% | +13.6% |
| YTD | +11.6% | -23.4% | +34.9% | +18.9% |
| 1Y | +19.9% | -38.6% | +58.4% | +36.7% |
| 3Y | +71.9% | -11.3% | +83.2% | +68.6% |
| All | +90.4% | -10.0% | +100.4% | +86.2% |
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