+90.2%
JEPQ vs TRMB
-14.0%
+104.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -0.2% | -3.0% | +2.9% | +0.8% |
| 30D | +0.8% | +2.3% | -1.5% | 0.0% |
| 3M | +4.0% | +15.3% | -11.4% | -1.1% |
| 6M | +10.4% | -14.7% | +25.1% | +15.2% |
| YTD | +11.4% | -26.4% | +37.8% | +21.6% |
| 1Y | +18.9% | -30.4% | +49.3% | +31.9% |
| 3Y | +70.3% | +13.5% | +56.8% | +57.3% |
| All | +90.2% | -14.0% | +104.2% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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