+90.2%
JEPQ vs TPR
+288.8%
-198.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | +1.1% | -7.3% | +8.4% | +2.5% |
| 30D | +1.3% | -30.7% | +32.0% | +8.2% |
| 3M | +4.7% | -21.6% | +26.3% | +8.9% |
| 6M | +10.6% | -21.3% | +31.9% | +14.4% |
| YTD | +11.4% | -10.2% | +21.6% | +11.8% |
| 1Y | +19.4% | +9.5% | +9.9% | +14.3% |
| 3Y | +71.7% | +280.8% | -209.1% | +21.0% |
| All | +90.2% | +288.8% | -198.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling