+44.2%
TMUS vs JEPQ
+94.3%
-50.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +5.3% | +2.0% | +3.3% | +4.7% |
| 3M | +3.1% | +2.0% | +1.1% | +2.4% |
| 6M | -16.5% | +10.4% | -26.9% | -19.3% |
| YTD | -9.2% | +11.6% | -20.8% | -12.7% |
| 1Y | -26.5% | +20.7% | -47.2% | -31.8% |
| 3Y | +39.0% | +70.8% | -31.8% | +6.1% |
| All | +44.2% | +94.3% | -50.1% | +3.1% |
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