+278.3%
TJX vs OKTA
+601.1%
-322.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.4% |
| 3M | -24.9% | +41.7% | -66.6% | -27.8% |
| 6M | -19.7% | +105.9% | -125.6% | -26.4% |
| YTD | -17.2% | +92.6% | -109.8% | -23.9% |
| 1Y | -9.4% | +81.1% | -90.5% | -16.3% |
| 3Y | +43.1% | +84.8% | -41.8% | +29.1% |
| 5Y | +96.7% | -34.4% | +131.1% | +92.4% |
| All | +278.3% | +601.1% | -322.7% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling