+90.0%
OKTA vs TSN
+11.8%
+78.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.8% |
| 7D | +0.4% | +1.4% | -0.9% | +0.5% |
| 30D | +13.8% | -6.2% | +20.0% | +13.4% |
| 3M | +48.9% | -5.7% | +54.6% | +48.2% |
| 6M | +114.9% | -11.4% | +126.3% | +112.5% |
| YTD | +97.9% | -8.2% | +106.1% | +95.2% |
| 1Y | +89.7% | -2.0% | +91.7% | +85.8% |
| All | +90.0% | +11.8% | +78.1% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling