+81.1%
OKTA vs TLN
-23.3%
+104.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | +13.0% | -14.3% | +27.4% | +14.5% |
| 3M | +41.7% | -9.3% | +51.0% | +41.7% |
| 6M | +105.9% | -1.1% | +107.0% | +102.7% |
| YTD | +92.6% | -16.6% | +109.1% | +92.7% |
| 1Y | +81.1% | -22.0% | +103.1% | +83.9% |
| All | +81.1% | -23.3% | +104.4% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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