+69.4%
TFC vs OKTA
+601.1%
-531.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -3.4% | +13.0% | -16.4% | -4.8% |
| 3M | +0.4% | +41.7% | -41.3% | -3.4% |
| 6M | +12.7% | +105.9% | -93.3% | +3.5% |
| YTD | +5.6% | +92.6% | -87.0% | -2.6% |
| 1Y | +16.0% | +81.1% | -65.0% | +7.6% |
| 3Y | +94.0% | +84.8% | +9.2% | +76.9% |
| 5Y | +16.2% | -34.4% | +50.6% | +9.1% |
| All | +69.4% | +601.1% | -531.7% | +29.4% |
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 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