+90.1%
OKTA vs TXG
+372.5%
-282.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.6% | +1.8% | +0.8% | +2.3% |
| 30D | +16.0% | +32.0% | -16.0% | +10.5% |
| 3M | +38.2% | +87.0% | -48.9% | +23.8% |
| 6M | +137.8% | +180.1% | -42.3% | +99.3% |
| YTD | +97.3% | +284.1% | -186.8% | +57.8% |
| 1Y | +90.1% | +361.7% | -271.6% | +46.3% |
| All | +90.1% | +372.5% | -282.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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