+70.3%
JEPQ vs TTMI
+876.4%
-806.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | +0.3% |
| 7D | -0.2% | +0.7% | -0.8% | -0.3% |
| 30D | +0.8% | -8.4% | +9.2% | +1.8% |
| 3M | +4.0% | -32.5% | +36.4% | +8.6% |
| 6M | +10.4% | +32.5% | -22.1% | +3.1% |
| YTD | +11.4% | +83.2% | -71.8% | -2.4% |
| 1Y | +18.9% | +161.7% | -142.8% | -3.6% |
| 3Y | +70.3% | +890.1% | -819.8% | +5.0% |
| All | +70.3% | +876.4% | -806.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 3y: compounded portfolio wealth divided by compounded TTMI 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…
3y analysis · Full analysis span regression · 6 months rolling