+19.7%
TMO vs JEPQ
+1.9%
+17.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.8% | -1.9% |
| 7D | -4.5% | -9.5% | +5.0% | -1.2% |
| 30D | +3.1% | -12.3% | +15.4% | +7.6% |
| 3M | +17.2% | -8.5% | +25.8% | +21.0% |
| 6M | +45.3% | -5.0% | +50.3% | +46.5% |
| YTD | +17.1% | +0.1% | +17.0% | +14.1% |
| 1Y | +19.7% | +1.3% | +18.3% | +16.3% |
| All | +19.7% | +1.9% | +17.8% | +16.3% |
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