-77.6%
TTD vs JEPQ
+92.4%
-170.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +2.1% |
| 7D | -7.4% | -0.7% | -6.8% | -6.4% |
| 30D | +3.0% | +0.6% | +2.5% | +2.0% |
| 3M | -27.6% | +5.8% | -33.4% | -36.3% |
| 6M | -49.5% | +9.7% | -59.1% | -58.9% |
| YTD | -63.2% | +10.5% | -73.7% | -70.6% |
| 1Y | -69.7% | +18.4% | -88.1% | -79.1% |
| 3Y | -83.3% | +70.3% | -153.7% | -95.0% |
| All | -77.6% | +92.4% | -170.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling