+67.1%
TXN vs JEPQ
+92.4%
-25.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.1% |
| 7D | +2.0% | -0.7% | +2.6% | +2.8% |
| 30D | -8.0% | +0.6% | -8.5% | -8.6% |
| 3M | -7.8% | +5.8% | -13.5% | -13.1% |
| 6M | +32.4% | +9.7% | +22.8% | +19.9% |
| YTD | +51.7% | +10.5% | +41.2% | +35.9% |
| 1Y | +44.3% | +18.4% | +25.9% | +18.9% |
| 3Y | +71.3% | +70.3% | +1.0% | -7.1% |
| All | +67.1% | +92.4% | -25.4% | -19.8% |
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