+90.2%
JEPQ vs TT
+238.5%
-148.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +1.3% | -6.7% | +8.0% | +3.7% |
| 3M | +4.7% | -5.4% | +10.1% | +6.4% |
| 6M | +10.6% | +4.4% | +6.2% | +8.2% |
| YTD | +11.4% | +14.9% | -3.5% | +4.9% |
| 1Y | +19.4% | +9.3% | +10.2% | +14.2% |
| 3Y | +71.7% | +121.7% | -50.0% | +22.9% |
| All | +90.2% | +238.5% | -148.3% | +7.7% |
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