+90.5%
JEPQ vs TT
+241.4%
-150.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +2.0% | -7.2% | +9.1% | +4.6% |
| 3M | +2.0% | -3.0% | +5.0% | +2.8% |
| 6M | +10.4% | +1.4% | +9.0% | +9.1% |
| YTD | +11.6% | +15.9% | -4.3% | +4.8% |
| 1Y | +20.7% | +9.4% | +11.3% | +15.4% |
| 3Y | +70.8% | +124.4% | -53.6% | +21.7% |
| All | +90.5% | +241.4% | -150.9% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling