+240.1%
RL vs TENB
+31.4%
+208.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.2% | +5.1% |
| 7D | +0.2% | -8.0% | +8.2% | +1.9% |
| 30D | +7.3% | +5.0% | +2.3% | +6.1% |
| 3M | +1.0% | +20.0% | -19.0% | -3.7% |
| 6M | +11.8% | +100.0% | -88.3% | -5.9% |
| YTD | +13.6% | +85.6% | -72.0% | -3.9% |
| 1Y | +24.0% | +57.8% | -33.8% | +8.8% |
| 3Y | +256.6% | +17.6% | +239.0% | +229.3% |
| 5Y | +240.2% | -21.7% | +261.9% | +226.8% |
| All | +240.1% | +31.4% | +208.7% | +151.7% |
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