+43.1%
TJX vs OKTA
+90.2%
-47.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.5% |
| 30D | -17.2% | +13.0% | -30.2% | -17.5% |
| 3M | -24.9% | +41.7% | -66.6% | -26.0% |
| 6M | -19.7% | +105.9% | -125.6% | -22.8% |
| YTD | -17.2% | +92.6% | -109.8% | -20.2% |
| 1Y | -9.4% | +81.1% | -90.5% | -12.4% |
| 3Y | +43.1% | +84.8% | -41.8% | +37.7% |
| All | +43.1% | +90.2% | -47.2% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling