+70.3%
JEPQ vs TWLO
+246.3%
-176.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.2% | -2.4% | +2.3% | +0.1% |
| 30D | +0.8% | -7.8% | +8.6% | +1.6% |
| 3M | +4.0% | +10.0% | -6.1% | +2.3% |
| 6M | +10.4% | +79.5% | -69.1% | +1.0% |
| YTD | +11.4% | +59.8% | -48.4% | +3.3% |
| 1Y | +18.9% | +121.7% | -102.8% | +4.6% |
| 3Y | +70.3% | +240.8% | -170.5% | +37.8% |
| All | +70.3% | +246.3% | -176.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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