+18.9%
JEPQ vs TRMB
-28.6%
+47.5%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -0.2% | -3.0% | +2.9% | +0.3% |
| 30D | +0.8% | +2.3% | -1.5% | +0.4% |
| 3M | +4.0% | +15.3% | -11.4% | +1.2% |
| 6M | +10.4% | -14.7% | +25.1% | +14.4% |
| YTD | +11.4% | -26.4% | +37.8% | +19.6% |
| 1Y | +18.9% | -30.4% | +49.3% | +28.0% |
| All | +18.9% | -28.6% | +47.5% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling