-36.4%
OKTA vs TMF
-87.6%
+51.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | +13.0% | -1.8% | +14.8% | +13.2% |
| 3M | +43.4% | -8.2% | +51.7% | +44.9% |
| 6M | +107.6% | -19.5% | +127.1% | +113.3% |
| YTD | +93.8% | -16.0% | +109.8% | +97.7% |
| 1Y | +80.8% | -22.5% | +103.3% | +86.2% |
| 3Y | +91.8% | -42.3% | +134.1% | +100.2% |
| 5Y | -36.4% | -87.7% | +51.3% | -28.4% |
| All | -36.4% | -87.6% | +51.2% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling