+90.2%
JEPQ vs TAP
-15.1%
+105.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | -5.1% | +6.1% | +1.6% |
| 30D | +1.3% | -8.4% | +9.8% | +2.1% |
| 3M | +4.7% | -3.9% | +8.6% | +4.9% |
| 6M | +10.6% | -14.4% | +25.0% | +12.3% |
| YTD | +11.4% | -14.7% | +26.2% | +12.9% |
| 1Y | +19.4% | -18.7% | +38.1% | +21.8% |
| 3Y | +71.7% | -32.6% | +104.3% | +80.4% |
| All | +90.2% | -15.1% | +105.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling