-33.3%
OKTA vs TNA
-23.3%
-10.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | -2.4% | -7.3% | +4.9% | +0.4% |
| 30D | +13.0% | -14.2% | +27.2% | +19.8% |
| 3M | +41.7% | -4.6% | +46.3% | +43.5% |
| 6M | +105.9% | +36.9% | +69.0% | +76.0% |
| YTD | +92.6% | +42.5% | +50.0% | +60.2% |
| 1Y | +81.1% | +45.8% | +35.3% | +46.8% |
| 3Y | +84.8% | +104.7% | -19.8% | +8.8% |
| All | -33.3% | -23.3% | -10.0% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling