+90.2%
JEPQ vs TMF
-75.2%
+165.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | -0.1% |
| 7D | +1.1% | -0.9% | +1.9% | +1.1% |
| 30D | +1.3% | -1.0% | +2.3% | +1.3% |
| 3M | +4.7% | -11.3% | +16.0% | +5.0% |
| 6M | +10.6% | -22.7% | +33.3% | +11.4% |
| YTD | +11.4% | -17.3% | +28.8% | +12.0% |
| 1Y | +19.4% | -22.5% | +41.9% | +20.2% |
| 3Y | +71.7% | -43.2% | +114.9% | +72.6% |
| All | +90.2% | -75.2% | +165.4% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling