+88.7%
JEPQ vs TKO
+235.4%
-146.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +0.6% | -2.6% | +3.2% | +0.8% |
| 3M | +5.8% | -7.8% | +13.6% | +6.7% |
| 6M | +9.7% | -7.0% | +16.7% | +10.3% |
| YTD | +10.5% | -8.5% | +19.1% | +11.3% |
| 1Y | +18.4% | -1.3% | +19.7% | +17.5% |
| 3Y | +70.3% | +105.0% | -34.6% | +51.7% |
| All | +88.7% | +235.4% | -146.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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