-77.1%
TTD vs JEPQ
+94.0%
-171.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.2% |
| 7D | -0.6% | -0.2% | -0.5% | -0.4% |
| 30D | +6.3% | +0.8% | +5.5% | +4.9% |
| 3M | -24.1% | +4.0% | -28.1% | -30.7% |
| 6M | -47.4% | +10.4% | -57.8% | -57.7% |
| YTD | -62.2% | +11.4% | -73.7% | -70.2% |
| 1Y | -68.3% | +18.9% | -87.2% | -78.2% |
| 3Y | -83.4% | +70.3% | -153.7% | -95.0% |
| All | -77.1% | +94.0% | -171.0% | -93.9% |
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