+634.8%
OKTA vs TCOM
-19.7%
+654.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.8% |
| 7D | +5.9% | -10.2% | +16.1% | +8.4% |
| 30D | +14.6% | -16.8% | +31.4% | +19.2% |
| 3M | +44.0% | -16.7% | +60.7% | +49.0% |
| 6M | +116.7% | -27.1% | +143.8% | +131.2% |
| YTD | +99.8% | -45.5% | +145.3% | +127.2% |
| 1Y | +84.1% | -45.9% | +129.9% | +109.5% |
| 3Y | +97.7% | +9.8% | +87.9% | +80.8% |
| 5Y | -35.2% | +23.8% | -59.0% | -46.3% |
| All | +634.8% | -19.7% | +654.4% | +524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling