+90.4%
JEPQ vs TXT
+14.1%
+76.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | +1.3% | -11.1% | +12.4% | +5.1% |
| 3M | +3.8% | -13.0% | +16.8% | +8.1% |
| 6M | +12.2% | -16.2% | +28.4% | +17.9% |
| YTD | +11.6% | -8.7% | +20.3% | +13.4% |
| 1Y | +19.9% | -3.8% | +23.7% | +19.3% |
| 3Y | +71.9% | +5.5% | +66.4% | +59.4% |
| All | +90.4% | +14.1% | +76.3% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling