+84.8%
OKTA vs TXG
+43.8%
+41.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -3.3% |
| 7D | -2.4% | +9.5% | -11.9% | -4.2% |
| 30D | +13.0% | +18.8% | -5.7% | +9.0% |
| 3M | +41.7% | +136.1% | -94.4% | +18.5% |
| 6M | +105.9% | +235.2% | -129.3% | +59.2% |
| YTD | +92.6% | +320.5% | -228.0% | +41.5% |
| 1Y | +81.1% | +425.2% | -344.1% | +24.9% |
| 3Y | +84.8% | +42.9% | +41.9% | +62.5% |
| All | +84.8% | +43.8% | +41.1% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling