It's very rare that we send out a replacement relay. I would check for a loose neutral connection, not enough voltage to the relay and most importantly, and likely, an improperly matched heat anticipator setting on your thermostat.
To check this, you remove the thermostat from its base and you'll see the two screws that the tstat wire is hooked to. (Assuming you have a T87F tstat)
Put the probes of a miliamp meter tester on the screws, which will pull in the relay in the timer. (Assuming you have steam heat) The heat anticipator is set to whatever the reading says.
As a caution, some will measure this current at TT in an aquastat for a hot water system without removing one of the wires from T. This will probably burn out the heat anticipator.