+0.3%
REPL vs TENB
+3.0%
-2.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.0% | -9.1% | +6.1% | -0.2% |
| 30D | +27.1% | -4.9% | +32.0% | +28.0% |
| 3M | +52.4% | +16.9% | +35.4% | +41.6% |
| 6M | +107.4% | +68.0% | +39.5% | +62.6% |
| YTD | +54.7% | +45.6% | +9.2% | +26.5% |
| 1Y | +158.9% | +12.7% | +146.1% | +131.3% |
| 3Y | -23.7% | -24.4% | +0.7% | -25.2% |
| 5Y | -54.3% | -26.7% | -27.6% | -57.9% |
| All | +0.3% | +3.0% | -2.8% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling