+119.7%
OKTA vs TW
+20.8%
+98.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -14.2% | +6.0% | -20.2% | -14.8% |
| 30D | -12.5% | +18.6% | -31.0% | -14.5% |
| 3M | +29.2% | +26.5% | +2.7% | +25.1% |
| 6M | +147.3% | +13.1% | +134.2% | +143.6% |
| YTD | +120.9% | +18.5% | +102.4% | +116.6% |
| 1Y | +119.7% | +21.7% | +98.0% | +113.9% |
| All | +119.7% | +20.8% | +98.9% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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