+70.3%
JEPQ vs TRGP
+260.3%
-190.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +0.8% | +8.0% | -7.3% | -0.6% |
| 3M | +4.0% | +8.3% | -4.3% | +2.3% |
| 6M | +10.4% | +23.9% | -13.5% | +5.5% |
| YTD | +11.4% | +59.6% | -48.2% | +0.8% |
| 1Y | +18.9% | +79.4% | -60.5% | +4.3% |
| 3Y | +70.3% | +269.4% | -199.2% | +39.5% |
| All | +70.3% | +260.3% | -190.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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