+45.9%
TEM vs OKTA
+93.5%
-47.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | +5.5% | +13.8% | -8.3% | -2.9% |
| 3M | +18.7% | +48.9% | -30.2% | -5.4% |
| 6M | +15.4% | +114.9% | -99.5% | -30.4% |
| YTD | -0.5% | +97.9% | -98.4% | -37.3% |
| 1Y | -24.8% | +89.7% | -114.5% | -51.2% |
| All | +45.9% | +93.5% | -47.6% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling