+81.1%
OKTA vs TXG
+453.6%
-372.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.2% |
| 7D | -2.4% | +9.5% | -11.9% | -3.9% |
| 30D | +13.0% | +18.8% | -5.7% | +9.9% |
| 3M | +41.7% | +136.1% | -94.4% | +23.1% |
| 6M | +105.9% | +235.2% | -129.3% | +69.2% |
| YTD | +92.6% | +320.5% | -228.0% | +53.3% |
| 1Y | +81.1% | +425.2% | -344.1% | +37.8% |
| All | +81.1% | +453.6% | -372.5% | +37.8% |
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