+119.7%
OKTA vs TXG
+406.9%
-287.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.1% |
| 7D | -14.2% | -19.3% | +5.1% | -10.9% |
| 30D | -12.5% | -30.9% | +18.4% | -7.7% |
| 3M | +29.2% | +41.1% | -11.8% | +21.8% |
| 6M | +147.3% | +211.9% | -64.5% | +110.6% |
| YTD | +120.9% | +314.0% | -193.0% | +81.5% |
| 1Y | +119.7% | +405.4% | -285.7% | +81.1% |
| All | +119.7% | +406.9% | -287.2% | +81.1% |
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