-33.3%
OKTA vs TCOM
+29.4%
-62.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -2.4% | -4.9% | +2.5% | -1.3% |
| 30D | +13.0% | -14.4% | +27.4% | +16.8% |
| 3M | +41.7% | -17.7% | +59.4% | +47.1% |
| 6M | +105.9% | -25.1% | +131.0% | +118.4% |
| YTD | +92.6% | -45.7% | +138.3% | +119.7% |
| 1Y | +81.1% | -47.9% | +128.9% | +108.5% |
| 3Y | +84.8% | +8.9% | +75.9% | +66.9% |
| All | -33.3% | +29.4% | -62.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling