+88.7%
JEPQ vs TSN
-33.0%
+121.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | +0.6% | -6.2% | +6.7% | +1.1% |
| 3M | +5.8% | -5.7% | +11.5% | +6.2% |
| 6M | +9.7% | -11.4% | +21.0% | +10.6% |
| YTD | +10.5% | -8.2% | +18.7% | +10.9% |
| 1Y | +18.4% | -2.0% | +20.4% | +17.6% |
| 3Y | +70.3% | +11.9% | +58.5% | +62.7% |
| All | +88.7% | -33.0% | +121.7% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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