-77.6%
TTD vs JEPQ
+94.2%
-171.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +1.7% | +1.4% | +0.3% | -0.8% |
| 30D | +1.6% | +1.3% | +0.3% | -0.8% |
| 3M | -27.8% | +3.8% | -31.7% | -34.2% |
| 6M | -52.1% | +12.2% | -64.3% | -62.8% |
| YTD | -63.1% | +11.6% | -74.6% | -71.0% |
| 1Y | -73.1% | +19.9% | -92.9% | -81.8% |
| 3Y | -83.3% | +71.9% | -155.2% | -95.0% |
| All | -77.6% | +94.2% | -171.8% | -94.0% |
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