+90.1%
OKTA vs TSN
-5.8%
+95.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.1% |
| 7D | +2.6% | -6.3% | +8.9% | +0.5% |
| 30D | +16.0% | -10.8% | +26.8% | +12.4% |
| 3M | +38.2% | -8.8% | +46.9% | +34.6% |
| 6M | +137.8% | -16.8% | +154.6% | +126.0% |
| YTD | +97.3% | -10.0% | +107.3% | +89.4% |
| 1Y | +90.1% | -5.3% | +95.4% | +81.3% |
| All | +90.1% | -5.8% | +95.9% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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