+86.1%
OKTA vs TSLQ
-97.3%
+183.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +5.9% | -8.0% | +13.9% | +5.0% |
| 30D | +14.6% | -23.8% | +38.4% | +11.6% |
| 3M | +44.0% | -7.0% | +51.0% | +46.1% |
| 6M | +116.7% | -17.1% | +133.8% | +118.6% |
| YTD | +99.8% | +0.1% | +99.7% | +108.3% |
| 1Y | +84.1% | -51.2% | +135.2% | +77.7% |
| 3Y | +97.7% | -95.9% | +193.6% | +65.0% |
| All | +86.1% | -97.3% | +183.3% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling