+627.8%
OKTA vs TNA
+34.4%
+593.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | 0.0% |
| 7D | +0.4% | -7.6% | +8.0% | +2.8% |
| 30D | +13.8% | -13.6% | +27.5% | +19.0% |
| 3M | +48.9% | +2.8% | +46.1% | +46.9% |
| 6M | +114.9% | +34.5% | +80.4% | +91.7% |
| YTD | +97.9% | +41.0% | +56.9% | +72.6% |
| 1Y | +89.7% | +52.0% | +37.7% | +59.8% |
| 3Y | +95.8% | +103.5% | -7.6% | +36.2% |
| 5Y | -32.6% | -22.5% | -10.1% | -41.7% |
| All | +627.8% | +34.4% | +593.4% | +379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling