+80.5%
TSEM vs OKTA
+114.8%
-34.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.5% | -8.8% |
| 7D | -23.1% | -14.2% | -8.9% | -22.9% |
| 30D | -40.4% | -12.5% | -27.9% | -40.2% |
| 3M | -37.9% | +29.2% | -67.1% | -36.5% |
| 6M | -30.8% | +147.3% | -178.2% | -25.6% |
| YTD | +26.7% | +120.9% | -94.2% | +39.3% |
| 1Y | +80.5% | +119.7% | -39.2% | +98.6% |
| All | +80.5% | +114.8% | -34.3% | +98.6% |
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 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