+119.7%
OKTA vs TYL
-10.1%
+129.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -1.4% |
| 7D | -14.2% | +17.3% | -31.5% | -20.9% |
| 30D | -12.5% | +28.9% | -41.4% | -24.0% |
| 3M | +29.2% | +35.1% | -5.8% | +10.3% |
| 6M | +147.3% | +29.3% | +118.0% | +114.1% |
| YTD | +120.9% | -6.8% | +127.7% | +125.3% |
| 1Y | +119.7% | -9.9% | +129.6% | +125.0% |
| All | +119.7% | -10.1% | +129.7% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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