+18.9%
JEPQ vs TT
+6.6%
+12.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.2% | -1.2% | +1.1% | +0.1% |
| 30D | +0.8% | -7.3% | +8.1% | +2.6% |
| 3M | +4.0% | -3.6% | +7.6% | +4.9% |
| 6M | +10.4% | +2.8% | +7.6% | +9.3% |
| YTD | +11.4% | +14.5% | -3.1% | +8.3% |
| 1Y | +18.9% | +7.4% | +11.5% | +17.1% |
| All | +18.9% | +6.6% | +12.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling