-29.7%
OKTA vs TMF
-88.6%
+58.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.3% |
| 7D | +8.4% | -9.3% | +17.7% | +9.7% |
| 30D | -13.7% | +1.9% | -15.6% | -14.1% |
| 3M | +18.0% | -11.2% | +29.2% | +19.5% |
| 6M | +133.8% | -17.7% | +151.6% | +138.9% |
| YTD | +111.5% | -24.5% | +135.9% | +118.0% |
| 1Y | +118.3% | -29.4% | +147.8% | +126.9% |
| 3Y | +168.0% | -33.4% | +201.4% | +172.4% |
| All | -29.7% | -88.6% | +58.9% | -25.9% |
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