+88.7%
JEPQ vs TXT
+13.6%
+75.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.7% | -0.2% | -0.4% | -0.6% |
| 30D | +0.6% | -10.2% | +10.8% | +3.9% |
| 3M | +5.8% | -13.3% | +19.1% | +10.2% |
| 6M | +9.7% | -14.4% | +24.0% | +14.4% |
| YTD | +10.5% | -9.1% | +19.6% | +12.5% |
| 1Y | +18.4% | -2.2% | +20.6% | +17.1% |
| 3Y | +70.3% | +5.1% | +65.3% | +58.2% |
| All | +88.7% | +13.6% | +75.1% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling