-21.2%
TSLL vs JEPQ
+19.7%
-40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | +0.3% |
| 7D | +5.1% | +1.1% | +4.1% | +0.9% |
| 30D | +20.0% | +1.3% | +18.7% | +14.6% |
| 3M | -23.8% | +4.7% | -28.4% | -31.9% |
| 6M | -30.3% | +10.6% | -40.9% | -47.0% |
| YTD | -47.7% | +11.4% | -59.1% | -61.5% |
| 1Y | -21.2% | +19.4% | -40.6% | -71.6% |
| All | -21.2% | +19.7% | -40.9% | -71.6% |
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