+625.6%
OKTA vs TYL
+136.0%
+489.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +3.5% |
| 7D | +2.6% | -3.7% | +6.3% | +5.7% |
| 30D | +16.0% | +18.7% | -2.7% | +0.5% |
| 3M | +38.2% | +18.1% | +20.0% | +17.0% |
| 6M | +137.8% | -1.1% | +138.9% | +135.8% |
| YTD | +97.3% | -19.8% | +117.1% | +130.1% |
| 1Y | +90.1% | -34.3% | +124.4% | +163.0% |
| 3Y | +98.0% | -8.2% | +106.2% | +86.7% |
| 5Y | -36.9% | -25.4% | -11.5% | -25.2% |
| All | +625.6% | +136.0% | +489.6% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling