+88.7%
JEPQ vs TRI
+5.9%
+82.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.7% | -14.4% | +13.7% | +1.4% |
| 30D | +0.6% | -8.1% | +8.7% | +1.6% |
| 3M | +5.8% | +17.5% | -11.7% | +1.8% |
| 6M | +9.7% | -5.0% | +14.6% | +10.1% |
| YTD | +10.5% | -24.7% | +35.2% | +19.2% |
| 1Y | +18.4% | -41.5% | +59.9% | +39.6% |
| 3Y | +70.3% | -20.3% | +90.7% | +65.9% |
| All | +88.7% | +5.9% | +82.8% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 all: compounded portfolio wealth divided by compounded TRI 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…
all analysis · Full analysis span regression · 6 months rolling