+60.5%
JEPQ vs TAP
-22.2%
+82.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.3% | -1.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.4% |
| 30D | -5.6% | +5.7% | -11.3% | -5.5% |
| 3M | -4.2% | -1.9% | -2.2% | -4.0% |
| 6M | -0.2% | +0.9% | -1.1% | -0.1% |
| YTD | +6.7% | -9.5% | +16.2% | +7.2% |
| 1Y | +9.5% | -9.0% | +18.4% | +9.8% |
| 3Y | +60.5% | -22.2% | +82.8% | +65.3% |
| All | +60.5% | -22.2% | +82.7% | +65.3% |
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