+226.3%
RL vs TENB
-26.8%
+253.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | -17.5% | -8.3% | -9.3% | -16.5% |
| 3M | -14.0% | +26.2% | -40.1% | -19.5% |
| 6M | -2.0% | +60.2% | -62.1% | -14.2% |
| YTD | -4.6% | +43.1% | -47.7% | -14.7% |
| 1Y | +9.5% | +9.4% | +0.1% | +4.7% |
| 3Y | +200.5% | -23.9% | +224.3% | +206.2% |
| 5Y | +226.3% | -28.2% | +254.5% | +225.4% |
| All | +226.3% | -26.8% | +253.1% | +225.4% |
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