+82.8%
JEPQ vs TT
+223.8%
-140.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -0.3% | +3.5% | -3.8% | -1.5% |
| 30D | -6.6% | -11.0% | +4.5% | -2.8% |
| 3M | -2.6% | -12.0% | +9.4% | +1.6% |
| 6M | +0.5% | -10.4% | +10.9% | +3.8% |
| YTD | +7.1% | +9.9% | -2.8% | +2.2% |
| 1Y | +8.1% | +1.5% | +6.6% | +6.2% |
| 3Y | +61.2% | +93.7% | -32.6% | +21.4% |
| All | +82.8% | +223.8% | -140.9% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling