+39.7%
JEPQ vs TEM
+60.7%
-21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.4% | +3.2% | -1.8% | +1.2% |
| 30D | +1.3% | +23.5% | -22.2% | -0.5% |
| 3M | +3.8% | +32.3% | -28.5% | +1.2% |
| 6M | +12.2% | +23.0% | -10.9% | +9.3% |
| YTD | +11.6% | +8.9% | +2.7% | +9.4% |
| 1Y | +19.9% | -19.9% | +39.7% | +19.7% |
| All | +39.7% | +60.7% | -21.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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