-5.2%
TJX vs OKTA
+90.9%
-96.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.2% | +2.6% | -4.9% | -2.1% |
| 30D | -17.1% | +16.0% | -33.2% | -16.4% |
| 3M | -16.5% | +38.2% | -54.6% | -15.1% |
| 6M | -17.8% | +137.8% | -155.6% | -14.5% |
| YTD | -13.2% | +97.3% | -110.5% | -10.9% |
| 1Y | -5.2% | +90.1% | -95.3% | -3.2% |
| All | -5.2% | +90.9% | -96.1% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling