-5.2%
TJX vs JEPQ
+21.4%
-26.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | 0.0% |
| 7D | -2.2% | +0.7% | -2.9% | -2.2% |
| 30D | -17.1% | +2.0% | -19.1% | -16.9% |
| 3M | -16.5% | +2.0% | -18.5% | -15.8% |
| 6M | -17.8% | +10.4% | -28.2% | -18.7% |
| YTD | -13.2% | +11.6% | -24.8% | -14.2% |
| 1Y | -5.2% | +20.7% | -25.9% | -8.5% |
| All | -5.2% | +21.4% | -26.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling