+90.1%
OKTA vs TMF
-15.2%
+105.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.6% | -1.4% | +4.1% | +2.8% |
| 30D | +16.0% | -2.8% | +18.9% | +16.4% |
| 3M | +38.2% | -10.9% | +49.1% | +39.6% |
| 6M | +137.8% | -21.3% | +159.1% | +137.8% |
| YTD | +97.3% | -15.9% | +113.2% | +97.4% |
| 1Y | +90.1% | -15.7% | +105.8% | +88.0% |
| All | +90.1% | -15.2% | +105.4% | +88.0% |
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