+105.3%
JEPQ vs TSLQ
-97.2%
+202.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.6% |
| 7D | -0.7% | +5.7% | -6.3% | 0.0% |
| 30D | +0.6% | -21.1% | +21.6% | -1.3% |
| 3M | +5.8% | -11.5% | +17.3% | +6.3% |
| 6M | +9.7% | -14.9% | +24.6% | +10.9% |
| YTD | +10.5% | +2.4% | +8.1% | +14.3% |
| 1Y | +18.4% | -49.8% | +68.2% | +16.0% |
| 3Y | +70.3% | -95.8% | +166.1% | +50.3% |
| All | +105.3% | -97.2% | +202.5% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling