+407.0%
TSM vs JEPQ
+70.7%
+336.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +4.8% | +1.1% | +3.7% | +2.8% |
| 30D | +4.0% | +1.3% | +2.7% | +1.7% |
| 3M | +2.0% | +4.7% | -2.7% | -5.0% |
| 6M | +25.5% | +10.6% | +14.9% | +7.1% |
| YTD | +44.0% | +11.4% | +32.6% | +21.8% |
| 1Y | +75.4% | +19.4% | +56.0% | +32.7% |
| All | +407.0% | +70.7% | +336.3% | +129.8% |
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 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