+70.3%
JEPQ vs TFC
+91.9%
-21.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | +1.3% | -2.3% | +3.7% | +1.8% |
| 3M | +4.7% | +2.5% | +2.2% | +3.8% |
| 6M | +10.6% | +9.5% | +1.1% | +7.5% |
| YTD | +11.4% | +5.1% | +6.4% | +9.2% |
| 1Y | +19.4% | +15.5% | +3.9% | +13.9% |
| All | +70.3% | +91.9% | -21.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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