+130.7%
REPL vs TENB
+64.9%
+65.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +28.8% | -2.8% | +31.7% | +29.2% |
| 30D | +57.3% | +22.9% | +34.4% | +52.0% |
| 3M | +73.6% | +31.7% | +41.9% | +65.5% |
| 6M | +582.8% | +127.3% | +455.6% | +571.6% |
| YTD | +112.9% | +101.2% | +11.7% | +160.8% |
| 1Y | +130.7% | +68.7% | +61.9% | +211.0% |
| All | +130.7% | +64.9% | +65.7% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 1y: compounded portfolio wealth divided by compounded TENB 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…
1y analysis · Full analysis span regression · 6 months rolling