+79.3%
OKTA vs TSLQ
-97.2%
+176.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.8% |
| 7D | -2.4% | -6.6% | +4.2% | -3.3% |
| 30D | +13.0% | -24.3% | +37.3% | +10.0% |
| 3M | +41.7% | -3.6% | +45.3% | +44.3% |
| 6M | +105.9% | -12.0% | +117.9% | +109.4% |
| YTD | +92.6% | +1.4% | +91.2% | +101.1% |
| 1Y | +81.1% | -43.6% | +124.6% | +78.1% |
| 3Y | +84.8% | -95.4% | +180.2% | +59.3% |
| All | +79.3% | -97.2% | +176.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling