+71.9%
JEPQ vs TAP
-31.5%
+103.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | 0.0% |
| 7D | +1.4% | -2.3% | +3.8% | +1.5% |
| 30D | +1.3% | -9.4% | +10.7% | +1.5% |
| 3M | +3.8% | -0.8% | +4.6% | +3.7% |
| 6M | +12.2% | -14.7% | +26.9% | +12.9% |
| YTD | +11.6% | -13.9% | +25.5% | +12.0% |
| 1Y | +19.9% | -18.6% | +38.5% | +21.0% |
| 3Y | +71.9% | -32.0% | +103.9% | +76.6% |
| All | +71.9% | -31.5% | +103.4% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling