+634.8%
OKTA vs TMF
-80.8%
+715.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.7% | +3.2% |
| 7D | +5.9% | -0.9% | +6.8% | +6.0% |
| 30D | +14.6% | -1.0% | +15.6% | +14.6% |
| 3M | +44.0% | -11.3% | +55.3% | +45.3% |
| 6M | +116.7% | -22.7% | +139.4% | +121.1% |
| YTD | +99.8% | -17.3% | +117.1% | +102.6% |
| 1Y | +84.1% | -22.5% | +106.5% | +87.4% |
| 3Y | +97.7% | -43.2% | +140.9% | +103.2% |
| 5Y | -35.2% | -88.3% | +53.1% | -30.4% |
| All | +634.8% | -80.8% | +715.6% | +824.2% |
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 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