+131.1%
OKTA vs TLN
+583.6%
-452.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.6% |
| 7D | +2.6% | +7.1% | -4.4% | +1.4% |
| 30D | +16.0% | -3.9% | +19.9% | +16.5% |
| 3M | +38.2% | -16.2% | +54.3% | +41.3% |
| 6M | +137.8% | -5.8% | +143.6% | +135.6% |
| YTD | +97.3% | -15.4% | +112.7% | +98.2% |
| 1Y | +90.1% | -16.7% | +106.8% | +90.6% |
| 3Y | +98.0% | +473.8% | -375.8% | +19.4% |
| All | +131.1% | +583.6% | -452.5% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling