-51.9%
TSLL vs JEPQ
+94.6%
-146.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +8.0% |
| 7D | +5.8% | +1.4% | +4.3% | +0.2% |
| 30D | +21.7% | +1.3% | +20.4% | +16.4% |
| 3M | -28.2% | +3.8% | -32.1% | -34.0% |
| 6M | -29.5% | +12.2% | -41.6% | -50.5% |
| YTD | -47.5% | +11.6% | -59.1% | -62.1% |
| 1Y | -20.8% | +19.9% | -40.7% | -54.9% |
| 3Y | -26.7% | +71.9% | -98.6% | -79.9% |
| All | -51.9% | +94.6% | -146.5% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling