-33.3%
OKTA vs TSN
-17.2%
-16.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.8% |
| 7D | -2.4% | +3.0% | -5.4% | -2.7% |
| 30D | +13.0% | -4.2% | +17.2% | +13.3% |
| 3M | +41.7% | -3.9% | +45.6% | +41.7% |
| 6M | +105.9% | -9.8% | +115.8% | +106.2% |
| YTD | +92.6% | -7.3% | +99.8% | +91.6% |
| 1Y | +81.1% | -2.2% | +83.3% | +77.8% |
| 3Y | +84.8% | +11.9% | +73.0% | +69.9% |
| All | -33.3% | -17.2% | -16.1% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling