-24.7%
TMUS vs JEPQ
+18.0%
-42.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.5% |
| 7D | -5.8% | -0.7% | -5.1% | -6.1% |
| 30D | -0.2% | +0.6% | -0.8% | 0.0% |
| 3M | -4.0% | +5.8% | -9.8% | -1.0% |
| 6M | -18.1% | +9.7% | -27.8% | -13.9% |
| YTD | -11.3% | +10.5% | -21.9% | -6.6% |
| 1Y | -24.7% | +18.4% | -43.1% | -14.6% |
| All | -24.7% | +18.0% | -42.8% | -14.6% |
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