+88.7%
JEPQ vs TRMB
-15.2%
+103.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.7% | -5.4% | +4.8% | +1.0% |
| 30D | +0.6% | -2.0% | +2.5% | +1.0% |
| 3M | +5.8% | +12.3% | -6.5% | +1.5% |
| 6M | +9.7% | -17.6% | +27.3% | +15.6% |
| YTD | +10.5% | -27.5% | +38.0% | +21.1% |
| 1Y | +18.4% | -29.1% | +47.5% | +30.4% |
| 3Y | +70.3% | +11.5% | +58.8% | +58.3% |
| All | +88.7% | -15.2% | +103.9% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling