-17.6%
OKTA vs TPG
+74.1%
-91.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -3.5% |
| 7D | -2.4% | -9.4% | +7.0% | +2.4% |
| 30D | +13.0% | -5.3% | +18.3% | +16.3% |
| 3M | +41.7% | +12.9% | +28.8% | +33.0% |
| 6M | +105.9% | +20.1% | +85.9% | +86.9% |
| YTD | +92.6% | -22.5% | +115.0% | +115.3% |
| 1Y | +81.1% | -19.7% | +100.7% | +97.7% |
| 3Y | +84.8% | +81.2% | +3.6% | +20.0% |
| All | -17.6% | +74.1% | -91.7% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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