+70.3%
JEPQ vs TNA
+101.9%
-31.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | -0.2% | -7.3% | +7.1% | +1.1% |
| 30D | +0.8% | -14.2% | +14.9% | +3.4% |
| 3M | +4.0% | -4.6% | +8.5% | +4.6% |
| 6M | +10.4% | +36.9% | -26.5% | +3.7% |
| YTD | +11.4% | +42.5% | -31.1% | +3.5% |
| 1Y | +18.9% | +45.8% | -26.9% | +9.3% |
| 3Y | +70.3% | +104.7% | -34.4% | +43.3% |
| All | +70.3% | +101.9% | -31.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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