+88.7%
JEPQ vs TSEM
+328.3%
-239.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | -0.7% | +0.9% | -1.6% | -0.9% |
| 30D | +0.6% | -16.6% | +17.2% | +3.2% |
| 3M | +5.8% | -10.9% | +16.7% | +5.9% |
| 6M | +9.7% | +78.0% | -68.4% | -5.3% |
| YTD | +10.5% | +77.2% | -66.7% | -5.4% |
| 1Y | +18.4% | +207.6% | -189.2% | -11.0% |
| 3Y | +70.3% | +637.8% | -567.5% | -0.2% |
| All | +88.7% | +328.3% | -239.6% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling