+389.7%
TSM vs JEPQ
+94.2%
+295.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.0% | +1.4% | +4.6% | +3.7% |
| 30D | +4.5% | +1.3% | +3.2% | +2.4% |
| 3M | +3.1% | +3.8% | -0.7% | -1.8% |
| 6M | +30.2% | +12.2% | +18.0% | +11.1% |
| YTD | +45.2% | +11.6% | +33.6% | +25.3% |
| 1Y | +79.6% | +19.9% | +59.7% | +40.1% |
| 3Y | +411.0% | +71.9% | +339.1% | +155.0% |
| All | +389.7% | +94.2% | +295.5% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling