+34.3%
TRV vs JEPQ
+21.4%
+12.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.2% |
| 7D | -0.1% | +0.7% | -0.8% | 0.0% |
| 30D | -3.4% | +2.0% | -5.4% | -2.8% |
| 3M | +26.4% | +2.0% | +24.4% | +27.8% |
| 6M | +19.3% | +10.4% | +8.9% | +20.5% |
| YTD | +28.3% | +11.6% | +16.7% | +29.5% |
| 1Y | +34.3% | +20.7% | +13.6% | +31.7% |
| All | +34.3% | +21.4% | +12.9% | +31.7% |
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