+88.7%
JEPQ vs TTMI
+764.0%
-675.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.7% | +6.0% | -6.7% | -1.7% |
| 30D | +0.6% | -6.4% | +7.0% | +1.2% |
| 3M | +5.8% | -28.9% | +34.7% | +10.2% |
| 6M | +9.7% | +26.9% | -17.2% | +2.2% |
| YTD | +10.5% | +77.3% | -66.8% | -4.3% |
| 1Y | +18.4% | +147.5% | -129.1% | -5.3% |
| 3Y | +70.3% | +847.6% | -777.3% | -1.1% |
| All | +88.7% | +764.0% | -675.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling