+84.8%
OKTA vs TW
+19.1%
+65.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -2.4% | -4.5% | +2.1% | -1.5% |
| 30D | +13.0% | -2.3% | +15.3% | +13.6% |
| 3M | +41.7% | +2.6% | +39.1% | +40.2% |
| 6M | +105.9% | -17.5% | +123.5% | +114.7% |
| YTD | +92.6% | -5.3% | +97.9% | +93.8% |
| 1Y | +81.1% | -14.8% | +95.8% | +86.7% |
| 3Y | +84.8% | +18.8% | +66.0% | +82.5% |
| All | +84.8% | +19.1% | +65.8% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling