+90.2%
JEPQ vs TSEM
+335.4%
-245.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | -0.2% | -4.9% | +4.7% | +0.6% |
| 30D | +0.8% | -18.7% | +19.5% | +3.8% |
| 3M | +4.0% | -18.1% | +22.1% | +5.6% |
| 6M | +10.4% | +77.1% | -66.7% | -4.5% |
| YTD | +11.4% | +80.1% | -68.7% | -4.9% |
| 1Y | +18.9% | +220.4% | -201.5% | -11.3% |
| 3Y | +70.3% | +650.1% | -579.8% | -0.5% |
| All | +90.2% | +335.4% | -245.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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