-3.7%
REPL vs TENB
+1.3%
-5.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -9.6% | -1.7% | -7.9% | -9.1% |
| 30D | +5.7% | -8.3% | +14.0% | +7.7% |
| 3M | +56.4% | +26.2% | +30.2% | +41.6% |
| 6M | +67.4% | +60.2% | +7.3% | +33.6% |
| YTD | +48.7% | +43.1% | +5.6% | +22.2% |
| 1Y | +148.3% | +9.4% | +138.9% | +124.0% |
| 3Y | -26.7% | -23.9% | -2.8% | -28.3% |
| 5Y | -54.1% | -28.2% | -25.9% | -57.4% |
| All | -3.7% | +1.3% | -5.0% | -35.1% |
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