-72.2%
TTD vs JEPQ
+21.4%
-93.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | +6.3% | +0.7% | +5.7% | +6.0% |
| 30D | -23.9% | +2.0% | -25.9% | -24.6% |
| 3M | -31.4% | +2.0% | -33.4% | -31.5% |
| 6M | -42.7% | +10.4% | -53.1% | -46.4% |
| YTD | -62.0% | +11.6% | -73.6% | -64.8% |
| 1Y | -72.2% | +20.7% | -92.9% | -76.5% |
| All | -72.2% | +21.4% | -93.6% | -76.5% |
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