-19.6%
TLT vs JEPQ
+94.0%
-113.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | -1.1% | +0.8% | -1.9% | -1.2% |
| 3M | -4.9% | +4.0% | -8.8% | -5.2% |
| 6M | -5.0% | +10.4% | -15.4% | -5.8% |
| YTD | -4.4% | +11.4% | -15.8% | -5.2% |
| 1Y | -6.4% | +18.9% | -25.3% | -7.6% |
| 3Y | -2.0% | +70.3% | -72.3% | -7.0% |
| All | -19.6% | +94.0% | -113.5% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling