+15.6%
TFC vs OKTA
-34.9%
+50.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.1% |
| 7D | -1.3% | +5.9% | -7.2% | -1.9% |
| 30D | -2.3% | +14.6% | -16.9% | -4.3% |
| 3M | +2.5% | +44.0% | -41.5% | -2.6% |
| 6M | +9.5% | +116.7% | -107.2% | -2.5% |
| YTD | +5.1% | +99.8% | -94.7% | -5.7% |
| 1Y | +15.5% | +84.1% | -68.6% | +4.7% |
| 3Y | +95.2% | +97.7% | -2.5% | +71.6% |
| All | +15.6% | -34.9% | +50.5% | +6.1% |
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