-18.4%
TSLL vs JEPQ
+56.7%
-75.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.5% | +3.7% |
| 7D | -21.2% | -5.6% | -15.6% | +1.8% |
| 30D | -13.3% | -11.3% | -2.0% | +46.6% |
| 3M | +15.4% | -6.5% | +21.9% | +56.3% |
| 6M | -34.2% | -3.6% | -30.7% | -16.7% |
| YTD | -52.9% | +2.2% | -55.1% | -53.6% |
| 1Y | -54.3% | +4.8% | -59.1% | -59.4% |
| 3Y | -18.4% | +56.3% | -74.6% | -74.1% |
| All | -18.4% | +56.7% | -75.0% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling