+97.2%
TJX vs OKTA
-34.5%
+131.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -4.6% | -2.4% | -2.2% | -4.4% |
| 30D | -17.2% | +13.0% | -30.2% | -18.2% |
| 3M | -24.9% | +41.7% | -66.6% | -27.5% |
| 6M | -19.7% | +105.9% | -125.6% | -26.0% |
| YTD | -17.2% | +92.6% | -109.8% | -23.4% |
| 1Y | -9.4% | +81.1% | -90.5% | -15.8% |
| 3Y | +43.1% | +84.8% | -41.8% | +29.8% |
| All | +97.2% | -34.5% | +131.6% | +109.6% |
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 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