+71.9%
JEPQ vs TMF
-42.4%
+114.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.4% | +1.0% | +0.5% | +1.4% |
| 30D | +1.3% | -1.8% | +3.2% | +1.4% |
| 3M | +3.8% | -8.2% | +12.1% | +4.1% |
| 6M | +12.2% | -19.5% | +31.7% | +12.8% |
| YTD | +11.6% | -16.0% | +27.5% | +12.0% |
| 1Y | +19.9% | -22.5% | +42.4% | +20.6% |
| 3Y | +71.9% | -42.3% | +114.2% | +72.2% |
| All | +71.9% | -42.4% | +114.3% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling