+78.4%
JEPQ vs TLN
+571.8%
-493.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.4% |
| 7D | -0.7% | +2.0% | -2.6% | -0.9% |
| 30D | +0.6% | -12.9% | +13.5% | +2.4% |
| 3M | +5.8% | -7.4% | +13.2% | +6.5% |
| 6M | +9.7% | -6.0% | +15.7% | +9.5% |
| YTD | +10.5% | -16.9% | +27.4% | +11.7% |
| 1Y | +18.4% | -22.6% | +41.0% | +20.5% |
| 3Y | +70.3% | +469.0% | -398.7% | +30.6% |
| All | +78.4% | +571.8% | -493.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling