+612.9%
OKTA vs TSN
+7.7%
+605.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.1% |
| 7D | +0.7% | -5.0% | +5.7% | +1.6% |
| 30D | +13.0% | -9.1% | +22.1% | +14.9% |
| 3M | +43.4% | -7.4% | +50.8% | +44.9% |
| 6M | +107.6% | -13.4% | +121.0% | +111.5% |
| YTD | +93.8% | -8.5% | +102.3% | +94.6% |
| 1Y | +80.8% | -3.2% | +84.0% | +78.5% |
| 3Y | +91.8% | +11.5% | +80.3% | +78.7% |
| 5Y | -36.4% | -19.5% | -16.9% | -35.1% |
| All | +612.9% | +7.7% | +605.2% | +494.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling