+676.4%
OKTA vs TMF
-82.2%
+758.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.5% |
| 7D | +6.6% | -8.2% | +14.8% | +7.4% |
| 30D | -19.4% | +5.3% | -24.8% | -19.9% |
| 3M | +23.9% | -8.5% | +32.4% | +24.6% |
| 6M | +130.9% | -17.2% | +148.1% | +134.0% |
| YTD | +111.1% | -23.4% | +134.5% | +115.1% |
| 1Y | +115.5% | -30.2% | +145.8% | +121.2% |
| 3Y | +169.4% | -32.9% | +202.3% | +173.2% |
| 5Y | -30.2% | -88.5% | +58.4% | -24.7% |
| All | +676.4% | -82.2% | +758.7% | +881.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling