+90.2%
JEPQ vs TGT
-22.1%
+112.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.2% | -5.2% | +5.1% | +0.7% |
| 30D | +0.8% | +1.2% | -0.4% | +0.5% |
| 3M | +4.0% | +18.4% | -14.4% | +0.8% |
| 6M | +10.4% | +33.4% | -23.1% | +4.7% |
| YTD | +11.4% | +63.8% | -52.4% | +1.7% |
| 1Y | +18.9% | +77.2% | -58.2% | +6.8% |
| 3Y | +70.3% | +41.8% | +28.5% | +53.0% |
| All | +90.2% | -22.1% | +112.3% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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