+49.9%
TRV vs JEPQ
+8.1%
+41.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.8% |
| 7D | +3.9% | -4.9% | +8.8% | +2.1% |
| 30D | +13.5% | -6.7% | +20.1% | +10.9% |
| 3M | +8.9% | -3.0% | +11.9% | +7.8% |
| 6M | +36.8% | +1.4% | +35.4% | +36.3% |
| YTD | +42.7% | +6.5% | +36.2% | +41.8% |
| 1Y | +49.9% | +8.4% | +41.5% | +48.9% |
| All | +49.9% | +8.1% | +41.7% | +48.9% |
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 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