+90.2%
JEPQ vs TXG
+32.6%
+57.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +1.1% | +9.1% | -8.1% | 0.0% |
| 30D | +1.3% | +14.9% | -13.6% | -0.5% |
| 3M | +4.7% | +120.0% | -115.3% | -5.3% |
| 6M | +10.6% | +221.8% | -211.2% | -5.0% |
| YTD | +11.4% | +312.6% | -301.1% | -7.6% |
| 1Y | +19.4% | +398.4% | -379.0% | -4.2% |
| 3Y | +71.7% | +42.1% | +29.6% | +53.4% |
| All | +90.2% | +32.6% | +57.6% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling