+35.0%
TMUS vs JEPQ
+85.8%
-50.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +4.9% | +3.4% | +1.5% | +4.1% |
| 30D | +7.7% | -5.6% | +13.3% | +8.9% |
| 3M | -6.8% | -4.2% | -2.6% | -6.2% |
| 6M | -9.7% | -0.2% | -9.5% | -10.4% |
| YTD | -15.0% | +6.7% | -21.7% | -17.7% |
| 1Y | -19.1% | +9.5% | -28.6% | -22.6% |
| 3Y | +21.4% | +60.5% | -39.1% | -5.7% |
| All | +35.0% | +85.8% | -50.8% | -2.8% |
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