+81.1%
OKTA vs TXT
0.0%
+81.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -5.0% | -2.6% |
| 7D | -2.4% | +2.5% | -4.9% | -2.3% |
| 30D | +13.0% | -8.9% | +21.9% | +12.9% |
| 3M | +41.7% | -13.6% | +55.3% | +41.1% |
| 6M | +105.9% | -13.1% | +119.0% | +106.0% |
| YTD | +92.6% | -7.0% | +99.6% | +84.1% |
| 1Y | +81.1% | -1.4% | +82.5% | +67.1% |
| All | +81.1% | 0.0% | +81.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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