+61.1%
JEPQ vs TMF
-28.1%
+89.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.3% | -3.4% | +3.0% | -0.3% |
| 30D | -6.6% | +11.5% | -18.1% | -6.8% |
| 3M | -2.6% | -4.5% | +1.9% | -2.5% |
| 6M | +0.5% | -15.0% | +15.4% | +0.8% |
| YTD | +7.1% | -19.9% | +27.0% | +7.5% |
| 1Y | +8.1% | -26.6% | +34.6% | +8.5% |
| All | +61.1% | -28.1% | +89.2% | +60.1% |
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