+132.6%
TRV vs JEPQ
+94.0%
+38.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | +1.7% | +0.8% | +0.9% | +1.5% |
| 3M | +23.9% | +4.0% | +19.9% | +22.4% |
| 6M | +26.3% | +10.4% | +15.9% | +22.2% |
| YTD | +30.8% | +11.4% | +19.4% | +26.1% |
| 1Y | +36.3% | +18.9% | +17.4% | +28.3% |
| 3Y | +145.0% | +70.3% | +74.7% | +100.0% |
| All | +132.6% | +94.0% | +38.6% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling