+90.2%
JEPQ vs TTMI
+777.5%
-687.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.5% |
| 7D | +1.1% | +7.5% | -6.4% | -0.2% |
| 30D | +1.3% | -4.5% | +5.8% | +1.7% |
| 3M | +4.7% | -28.5% | +33.2% | +9.0% |
| 6M | +10.6% | +28.4% | -17.7% | +3.0% |
| YTD | +11.4% | +80.1% | -68.6% | -3.7% |
| 1Y | +19.4% | +161.0% | -141.6% | -5.4% |
| 3Y | +71.7% | +862.4% | -790.7% | -0.5% |
| All | +90.2% | +777.5% | -687.3% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling