+119.7%
OKTA vs TCOM
-39.6%
+159.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.4% | +0.7% |
| 7D | -14.2% | +10.7% | -24.9% | -14.3% |
| 30D | -12.5% | +10.1% | -22.5% | -12.7% |
| 3M | +29.2% | -8.9% | +38.1% | +30.7% |
| 6M | +147.3% | -19.2% | +166.5% | +156.7% |
| YTD | +120.9% | -40.6% | +161.6% | +136.8% |
| 1Y | +119.7% | -39.0% | +158.7% | +133.7% |
| All | +119.7% | -39.6% | +159.3% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling