temperature pressure valve leaking
The initial check would be to install a pressure gauge on a hose faucet and check to see if your relief device is opening because your supply pressure exceeds the pressure set-point of the relief valve.



Also check if it is a temperature sensing valve as well, and ensure that is within range. If it leaks but is within range, I would return it for a new one.

Note these valves are notorious for leaking once they have opened (manually or due to exceedance of setpoint), do not manually open the valve during handling or after installation. Also, on boilers/water heaters, most local codes require that the valve outlet is plumbed to an outdoor location.