+608.2%
OKTA vs TKO
+861.2%
-253.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | -2.4% | +2.3% | -4.7% | -3.2% |
| 30D | +13.0% | -2.5% | +15.5% | +13.5% |
| 3M | +41.7% | -10.6% | +52.3% | +46.0% |
| 6M | +105.9% | -5.1% | +111.0% | +108.0% |
| YTD | +92.6% | -8.2% | +100.8% | +95.7% |
| 1Y | +81.1% | -4.4% | +85.5% | +81.0% |
| 3Y | +84.8% | +100.4% | -15.5% | +40.0% |
| 5Y | -34.4% | +294.3% | -328.7% | -63.0% |
| All | +608.2% | +861.2% | -253.0% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling