-5.6%
TLT vs JEPQ
+8.1%
-13.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +1.0% | -4.9% | +5.9% | +1.4% |
| 30D | +6.0% | -6.7% | +12.7% | +6.7% |
| 3M | -0.9% | -3.0% | +2.1% | -0.8% |
| 6M | -2.3% | +1.4% | -3.6% | -2.8% |
| YTD | -3.3% | +6.5% | -9.8% | -4.5% |
| 1Y | -5.6% | +8.4% | -14.0% | -6.8% |
| All | -5.6% | +8.1% | -13.7% | -6.8% |
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