-83.9%
TTD vs JEPQ
+69.3%
-153.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.7% |
| 7D | -7.4% | -0.7% | -6.8% | -6.6% |
| 30D | +3.0% | +0.6% | +2.5% | +2.3% |
| 3M | -27.6% | +5.8% | -33.4% | -34.1% |
| 6M | -49.5% | +9.7% | -59.1% | -56.7% |
| YTD | -63.2% | +10.5% | -73.7% | -68.9% |
| 1Y | -69.7% | +18.4% | -88.1% | -77.2% |
| All | -83.9% | +69.3% | -153.2% | -93.5% |
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 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