+59.7%
TEM vs OKTA
+89.6%
-29.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | +3.2% | +0.7% | +2.5% | +2.9% |
| 30D | +23.5% | +13.0% | +10.5% | +14.1% |
| 3M | +32.3% | +43.4% | -11.1% | +7.4% |
| 6M | +23.0% | +107.6% | -84.6% | -24.3% |
| YTD | +8.9% | +93.8% | -84.9% | -30.7% |
| 1Y | -19.9% | +80.8% | -100.7% | -46.3% |
| All | +59.7% | +89.6% | -29.8% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling