+236.3%
RL vs TENB
+29.2%
+207.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.8% |
| 7D | -4.4% | -9.3% | +4.9% | -2.6% |
| 30D | +5.6% | +5.3% | +0.3% | +4.3% |
| 3M | -0.6% | +13.5% | -14.1% | -4.2% |
| 6M | +15.5% | +101.5% | -86.0% | -3.1% |
| YTD | +12.3% | +82.4% | -70.1% | -4.7% |
| 1Y | +19.3% | +53.0% | -33.7% | +5.3% |
| 3Y | +255.5% | +14.8% | +240.8% | +229.9% |
| 5Y | +247.1% | -21.2% | +268.2% | +232.6% |
| All | +236.3% | +29.2% | +207.2% | +149.6% |
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