+84.8%
OKTA vs TCOM
+8.0%
+76.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.8% |
| 30D | +13.0% | -14.4% | +27.4% | +15.3% |
| 3M | +41.7% | -17.7% | +59.4% | +45.1% |
| 6M | +105.9% | -25.1% | +131.0% | +114.1% |
| YTD | +92.6% | -45.7% | +138.3% | +110.1% |
| 1Y | +81.1% | -47.9% | +128.9% | +98.8% |
| 3Y | +84.8% | +8.9% | +75.9% | +86.6% |
| All | +84.8% | +8.0% | +76.8% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling