+9.7%
TMO vs JEPQ
+94.0%
-84.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -0.6% | -0.2% | -0.5% | -0.5% |
| 30D | +1.1% | +0.8% | +0.4% | +0.6% |
| 3M | +28.3% | +4.0% | +24.4% | +24.1% |
| 6M | +23.3% | +10.4% | +12.9% | +13.7% |
| YTD | +5.5% | +11.4% | -6.0% | -3.4% |
| 1Y | +24.5% | +18.9% | +5.6% | +8.3% |
| 3Y | +19.6% | +70.3% | -50.7% | -24.6% |
| All | +9.7% | +94.0% | -84.3% | -37.8% |
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 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