+119.7%
OKTA vs TSLQ
-17.8%
+137.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +1.7% |
| 7D | -14.2% | +9.8% | -24.0% | -13.0% |
| 30D | -12.5% | -6.0% | -6.4% | -12.8% |
| 3M | +29.2% | -35.0% | +64.2% | +24.5% |
| 6M | +147.3% | -24.9% | +172.3% | +140.7% |
| YTD | +120.9% | -12.7% | +133.6% | +122.6% |
| 1Y | +119.7% | -21.0% | +140.7% | +121.1% |
| All | +119.7% | -17.8% | +137.5% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling