-19.6%
TLT vs JEPQ
+92.4%
-112.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | -1.3% | +0.6% | -1.9% | -1.4% |
| 3M | -3.7% | +5.8% | -9.5% | -4.2% |
| 6M | -6.4% | +9.7% | -16.0% | -7.0% |
| YTD | -4.5% | +10.5% | -15.0% | -5.2% |
| 1Y | -5.9% | +18.4% | -24.3% | -7.1% |
| 3Y | -2.8% | +70.3% | -73.1% | -7.8% |
| All | -19.6% | +92.4% | -112.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling