-32.6%
OKTA vs TRMB
-39.6%
+7.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.2% |
| 7D | +0.4% | -5.4% | +5.8% | +4.7% |
| 30D | +13.8% | -2.0% | +15.8% | +15.8% |
| 3M | +48.9% | +12.3% | +36.6% | +35.2% |
| 6M | +114.9% | -17.6% | +132.5% | +147.8% |
| YTD | +97.9% | -27.5% | +125.3% | +150.2% |
| 1Y | +89.7% | -29.1% | +118.8% | +142.6% |
| 3Y | +95.8% | +11.5% | +84.3% | +64.3% |
| 5Y | -32.6% | -39.5% | +6.8% | +3.5% |
| All | -32.6% | -39.6% | +7.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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