+90.2%
JEPQ vs TXG
+35.2%
+55.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.4% |
| 7D | -0.2% | +9.5% | -9.6% | -1.2% |
| 30D | +0.8% | +18.8% | -18.0% | -1.4% |
| 3M | +4.0% | +136.1% | -132.1% | -6.7% |
| 6M | +10.4% | +235.2% | -224.9% | -5.6% |
| YTD | +11.4% | +320.5% | -309.1% | -7.8% |
| 1Y | +18.9% | +425.2% | -406.3% | -5.2% |
| 3Y | +70.3% | +42.9% | +27.4% | +52.1% |
| All | +90.2% | +35.2% | +55.0% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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