-44.0%
TSLL vs JEPQ
+8.3%
-52.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.0% | +3.8% | -1.1% |
| 7D | +0.5% | -0.3% | +0.8% | +4.4% |
| 30D | +2.7% | -6.6% | +9.2% | +33.6% |
| 3M | +26.3% | -2.6% | +28.8% | +42.1% |
| 6M | -37.2% | +0.5% | -37.7% | -31.6% |
| YTD | -44.2% | +7.1% | -51.3% | -49.4% |
| 1Y | -44.0% | +8.1% | -52.0% | -50.6% |
| All | -44.0% | +8.3% | -52.3% | -50.6% |
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