+383.3%
TSM vs JEPQ
+94.0%
+289.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.3% |
| 30D | +1.0% | +0.8% | +0.2% | -0.2% |
| 3M | +2.9% | +4.0% | -1.1% | -2.2% |
| 6M | +22.8% | +10.4% | +12.4% | +7.4% |
| YTD | +43.3% | +11.4% | +31.9% | +23.9% |
| 1Y | +69.2% | +18.9% | +50.3% | +33.6% |
| 3Y | +404.5% | +70.3% | +334.2% | +154.9% |
| All | +383.3% | +94.0% | +289.3% | +112.6% |
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 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