+608.2%
OKTA vs TNA
+35.8%
+572.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -2.4% | -7.3% | +4.9% | -0.2% |
| 30D | +13.0% | -14.2% | +27.2% | +18.4% |
| 3M | +41.7% | -4.6% | +46.3% | +43.2% |
| 6M | +105.9% | +36.9% | +69.0% | +82.6% |
| YTD | +92.6% | +42.5% | +50.0% | +67.4% |
| 1Y | +81.1% | +45.8% | +35.3% | +54.6% |
| 3Y | +84.8% | +104.7% | -19.8% | +28.3% |
| 5Y | -34.4% | -21.7% | -12.7% | -43.5% |
| All | +608.2% | +35.8% | +572.4% | +364.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling