+33.0%
TMUS vs JEPQ
+70.7%
-37.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -5.3% | +1.1% | -6.4% | -5.4% |
| 30D | +0.1% | +1.3% | -1.2% | 0.0% |
| 3M | -0.6% | +4.7% | -5.3% | -0.9% |
| 6M | -17.5% | +10.6% | -28.2% | -18.3% |
| YTD | -11.3% | +11.4% | -22.7% | -12.3% |
| 1Y | -25.4% | +19.4% | -44.8% | -27.5% |
| All | +33.0% | +70.7% | -37.7% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling