+70.3%
JEPQ vs TTWO
+50.8%
+19.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.2% | +0.4% | -0.5% | -0.2% |
| 30D | +0.8% | -11.3% | +12.1% | +3.1% |
| 3M | +4.0% | +1.6% | +2.4% | +3.0% |
| 6M | +10.4% | +2.1% | +8.3% | +8.8% |
| YTD | +11.4% | -15.8% | +27.3% | +14.6% |
| 1Y | +18.9% | -12.6% | +31.5% | +20.9% |
| 3Y | +70.3% | +48.2% | +22.1% | +50.5% |
| All | +70.3% | +50.8% | +19.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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