+8.1%
JEPQ vs TMF
-26.6%
+34.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.3% | -3.4% | +3.0% | -0.1% |
| 30D | -6.6% | +11.5% | -18.1% | -7.8% |
| 3M | -2.6% | -4.5% | +1.9% | -1.9% |
| 6M | +0.5% | -15.0% | +15.4% | +2.6% |
| YTD | +7.1% | -19.9% | +27.0% | +9.6% |
| 1Y | +8.1% | -26.6% | +34.6% | +12.5% |
| All | +8.1% | -26.6% | +34.7% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling