+109.9%
TJX vs JEPQ
+94.0%
+15.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -17.2% | +0.8% | -17.9% | -17.5% |
| 3M | -24.9% | +4.0% | -28.9% | -26.5% |
| 6M | -19.7% | +10.4% | -30.1% | -23.8% |
| YTD | -17.2% | +11.4% | -28.6% | -22.0% |
| 1Y | -9.4% | +18.9% | -28.3% | -17.8% |
| 3Y | +43.1% | +70.3% | -27.2% | +2.8% |
| All | +109.9% | +94.0% | +15.9% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling