+24.5%
TMO vs OKTA
+83.4%
-58.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.5% |
| 30D | +1.1% | +13.0% | -11.9% | +0.4% |
| 3M | +28.3% | +41.7% | -13.4% | +24.5% |
| 6M | +23.3% | +105.9% | -82.7% | +15.3% |
| YTD | +5.5% | +92.6% | -87.1% | -0.2% |
| 1Y | +24.5% | +81.1% | -56.5% | +17.8% |
| All | +24.5% | +83.4% | -58.9% | +17.8% |
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