-52.9%
REPL vs TENB
-28.0%
-24.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -5.7% | -5.0% | -0.8% | -4.6% |
| 30D | +22.5% | -7.4% | +29.8% | +24.1% |
| 3M | +64.7% | +22.3% | +42.4% | +53.5% |
| 6M | +83.0% | +60.2% | +22.9% | +56.7% |
| YTD | +52.0% | +43.2% | +8.7% | +33.5% |
| 1Y | +144.5% | +8.2% | +136.4% | +132.5% |
| 3Y | -25.1% | -23.8% | -1.3% | -23.7% |
| 5Y | -52.9% | -26.9% | -26.0% | -54.5% |
| All | -52.9% | -28.0% | -24.8% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling