+90.4%
JEPQ vs TSN
-33.2%
+123.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +1.4% | -5.0% | +6.5% | +1.9% |
| 30D | +1.3% | -9.1% | +10.4% | +2.2% |
| 3M | +3.8% | -7.4% | +11.2% | +4.4% |
| 6M | +12.2% | -13.4% | +25.5% | +13.5% |
| YTD | +11.6% | -8.5% | +20.1% | +12.0% |
| 1Y | +19.9% | -3.2% | +23.1% | +19.2% |
| 3Y | +71.9% | +11.5% | +60.4% | +64.3% |
| All | +90.4% | -33.2% | +123.6% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling