+46.6%
TEM vs OKTA
+88.3%
-41.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.7% |
| 7D | -8.7% | -2.4% | -6.3% | -7.7% |
| 30D | +8.1% | +13.0% | -5.0% | -0.4% |
| 3M | +19.0% | +41.7% | -22.7% | -2.8% |
| 6M | +12.0% | +105.9% | -93.9% | -30.9% |
| YTD | -0.1% | +92.6% | -92.6% | -36.2% |
| 1Y | -33.5% | +81.1% | -114.6% | -55.7% |
| All | +46.6% | +88.3% | -41.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 10y: compounded portfolio wealth divided by compounded OKTA 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…
10y analysis · Full analysis span regression · 6 months rolling