+90.5%
JEPQ vs TYL
-5.8%
+96.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.1% |
| 7D | +0.7% | -3.7% | +4.4% | +1.4% |
| 30D | +2.0% | +18.7% | -16.8% | -1.6% |
| 3M | +2.0% | +18.1% | -16.1% | -2.1% |
| 6M | +10.4% | -1.1% | +11.5% | +10.3% |
| YTD | +11.6% | -19.8% | +31.4% | +17.9% |
| 1Y | +20.7% | -34.3% | +55.0% | +35.5% |
| 3Y | +70.8% | -8.2% | +79.0% | +66.8% |
| All | +90.5% | -5.8% | +96.3% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling