+90.4%
JEPQ vs TPR
+302.1%
-211.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.7% |
| 7D | +1.4% | -3.4% | +4.8% | +2.1% |
| 30D | +1.3% | -27.3% | +28.6% | +7.2% |
| 3M | +3.8% | -16.2% | +20.1% | +6.6% |
| 6M | +12.2% | -17.9% | +30.1% | +15.1% |
| YTD | +11.6% | -7.1% | +18.7% | +11.2% |
| 1Y | +19.9% | +13.6% | +6.3% | +14.0% |
| 3Y | +71.9% | +293.7% | -221.8% | +20.4% |
| All | +90.4% | +302.1% | -211.6% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling