-36.4%
OKTA vs TYL
-28.2%
-8.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +1.9% |
| 7D | +0.7% | -7.6% | +8.3% | +7.2% |
| 30D | +13.0% | +11.3% | +1.7% | +3.7% |
| 3M | +43.4% | +14.5% | +28.9% | +25.4% |
| 6M | +107.6% | -7.1% | +114.8% | +117.4% |
| YTD | +93.8% | -23.4% | +117.2% | +135.8% |
| 1Y | +80.8% | -38.6% | +119.4% | +167.0% |
| 3Y | +91.8% | -11.3% | +103.1% | +80.2% |
| 5Y | -36.4% | -28.0% | -8.4% | -23.2% |
| All | -36.4% | -28.2% | -8.2% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling