-15.4%
TSCO vs JEPQ
+94.0%
-109.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | -8.8% | +0.8% | -9.5% | -9.2% |
| 3M | +6.3% | +4.0% | +2.4% | +3.4% |
| 6M | -32.3% | +10.4% | -42.7% | -36.8% |
| YTD | -32.7% | +11.4% | -44.1% | -37.7% |
| 1Y | -43.7% | +18.9% | -62.6% | -50.3% |
| 3Y | -19.7% | +70.3% | -89.9% | -47.8% |
| All | -15.4% | +94.0% | -109.4% | -48.4% |
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