-25.1%
REPL vs TENB
-24.7%
-0.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -5.7% | -5.0% | -0.8% | -5.0% |
| 30D | +22.5% | -7.4% | +29.8% | +23.6% |
| 3M | +64.7% | +22.3% | +42.4% | +57.5% |
| 6M | +83.0% | +60.2% | +22.9% | +78.3% |
| YTD | +52.0% | +43.2% | +8.7% | +50.8% |
| 1Y | +144.5% | +8.2% | +136.4% | +154.4% |
| 3Y | -25.1% | -23.8% | -1.3% | -16.8% |
| All | -25.1% | -24.7% | -0.3% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling