+70.3%
JEPQ vs TSLQ
-95.6%
+165.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.7% |
| 7D | -0.2% | -6.6% | +6.4% | -0.7% |
| 30D | +0.8% | -24.3% | +25.1% | -1.4% |
| 3M | +4.0% | -3.6% | +7.6% | +5.2% |
| 6M | +10.4% | -12.0% | +22.3% | +11.9% |
| YTD | +11.4% | +1.4% | +10.1% | +14.9% |
| 1Y | +18.9% | -43.6% | +62.5% | +17.9% |
| 3Y | +70.3% | -95.4% | +165.7% | +58.3% |
| All | +70.3% | -95.6% | +165.9% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 3y: compounded portfolio wealth divided by compounded TSLQ 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…
3y analysis · Full analysis span regression · 6 months rolling