-46.0%
TSLL vs JEPQ
+8.1%
-54.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -9.5% |
| 7D | -9.4% | -4.9% | -4.5% | +7.0% |
| 30D | +1.6% | -6.7% | +8.2% | +29.6% |
| 3M | +29.4% | -3.0% | +32.4% | +44.5% |
| 6M | -20.1% | +1.4% | -21.5% | -17.6% |
| YTD | -44.5% | +6.5% | -51.0% | -50.3% |
| 1Y | -46.0% | +8.4% | -54.4% | -54.7% |
| All | -46.0% | +8.1% | -54.1% | -54.7% |
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