+90.2%
JEPQ vs TDY
+44.2%
+46.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -0.2% | -1.1% | +1.0% | +0.3% |
| 30D | +0.8% | -12.0% | +12.8% | +5.6% |
| 3M | +4.0% | -3.2% | +7.2% | +5.1% |
| 6M | +10.4% | -7.9% | +18.3% | +13.3% |
| YTD | +11.4% | +18.2% | -6.8% | +3.7% |
| 1Y | +18.9% | +6.7% | +12.3% | +14.9% |
| 3Y | +70.3% | +47.5% | +22.7% | +42.9% |
| All | +90.2% | +44.2% | +46.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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