+46.5%
REPL vs TENB
+23.5%
+23.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.3% |
| 7D | +9.8% | -7.0% | +16.8% | +12.0% |
| 30D | +81.5% | -0.6% | +82.1% | +80.6% |
| 3M | +44.2% | +10.9% | +33.3% | +36.4% |
| 6M | +437.4% | +95.4% | +342.0% | +317.9% |
| YTD | +126.1% | +74.5% | +51.7% | +71.9% |
| 1Y | +143.1% | +49.2% | +93.9% | +95.2% |
| 3Y | +97.8% | +9.7% | +88.1% | +69.7% |
| 5Y | -34.3% | -24.6% | -9.7% | -39.9% |
| All | +46.5% | +23.5% | +23.0% | -8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling