+119.7%
OKTA vs TMF
-23.9%
+143.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | +0.6% |
| 7D | -14.2% | +4.0% | -18.2% | -14.5% |
| 30D | -12.5% | +19.5% | -31.9% | -14.4% |
| 3M | +29.2% | -3.5% | +32.8% | +31.0% |
| 6M | +147.3% | -10.6% | +157.9% | +153.0% |
| YTD | +120.9% | -17.1% | +138.0% | +123.7% |
| 1Y | +119.7% | -24.3% | +143.9% | +122.2% |
| All | +119.7% | -23.9% | +143.6% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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