+240.2%
RL vs TENB
-21.7%
+261.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.2% | +5.2% |
| 7D | +0.2% | -8.0% | +8.2% | +1.8% |
| 30D | +7.3% | +5.0% | +2.3% | +6.2% |
| 3M | +1.0% | +20.0% | -19.0% | -3.2% |
| 6M | +11.8% | +100.0% | -88.3% | -5.7% |
| YTD | +13.6% | +85.6% | -72.0% | -3.5% |
| 1Y | +24.0% | +57.8% | -33.8% | +9.7% |
| 3Y | +256.6% | +17.6% | +239.0% | +232.8% |
| 5Y | +240.2% | -21.7% | +261.9% | +241.9% |
| All | +240.2% | -21.7% | +261.9% | +241.9% |
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