+198.9%
RL vs TENB
+3.0%
+195.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.8% | -9.1% | +8.3% | +1.0% |
| 30D | -7.8% | -4.9% | -2.9% | -7.3% |
| 3M | -4.0% | +16.9% | -20.9% | -8.6% |
| 6M | -1.9% | +68.0% | -69.9% | -14.7% |
| YTD | -0.2% | +45.6% | -45.7% | -10.8% |
| 1Y | +10.7% | +12.7% | -2.1% | +4.6% |
| 3Y | +210.8% | -24.4% | +235.2% | +214.8% |
| 5Y | +238.2% | -26.7% | +265.0% | +230.6% |
| All | +198.9% | +3.0% | +195.8% | +133.6% |
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 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