+119.7%
OKTA vs TNA
+37.5%
+82.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -0.3% |
| 7D | -14.2% | +2.4% | -16.6% | -14.6% |
| 30D | -12.5% | -0.9% | -11.6% | -12.4% |
| 3M | +29.2% | -19.2% | +48.5% | +34.7% |
| 6M | +147.3% | -0.8% | +148.2% | +145.3% |
| YTD | +120.9% | +33.2% | +87.7% | +100.9% |
| 1Y | +119.7% | +38.5% | +81.2% | +96.7% |
| All | +119.7% | +37.5% | +82.2% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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