+25.4%
TMO vs OKTA
+114.8%
-89.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | +0.3% | -14.2% | +14.5% | +1.3% |
| 30D | +4.3% | -12.5% | +16.8% | +5.1% |
| 3M | +25.1% | +29.2% | -4.1% | +22.9% |
| 6M | +52.9% | +147.3% | -94.4% | +40.2% |
| YTD | +22.2% | +120.9% | -98.7% | +13.9% |
| 1Y | +25.4% | +119.7% | -94.3% | +16.8% |
| All | +25.4% | +114.8% | -89.4% | +16.8% |
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