+72.3%
JEPQ vs TLN
+710.8%
-638.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.6% |
| 7D | +3.4% | +11.0% | -7.6% | +1.9% |
| 30D | -5.6% | +4.9% | -10.5% | -6.4% |
| 3M | -4.2% | +4.9% | -9.1% | -5.3% |
| 6M | -0.2% | +7.1% | -7.3% | -2.1% |
| YTD | +6.7% | +0.3% | +6.4% | +4.6% |
| 1Y | +9.5% | +5.9% | +3.6% | +6.3% |
| 3Y | +60.5% | +578.5% | -517.9% | +19.7% |
| All | +72.3% | +710.8% | -638.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling