+846.8%
TSEM vs OKTA
+601.1%
+245.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.1% |
| 7D | -4.9% | -2.4% | -2.5% | -4.5% |
| 30D | -18.7% | +13.0% | -31.8% | -20.9% |
| 3M | -18.1% | +41.7% | -59.8% | -23.3% |
| 6M | +77.1% | +105.9% | -28.8% | +52.2% |
| YTD | +80.1% | +92.6% | -12.4% | +55.8% |
| 1Y | +220.4% | +81.1% | +139.3% | +180.3% |
| 3Y | +650.1% | +84.8% | +565.2% | +537.4% |
| 5Y | +628.9% | -34.4% | +663.3% | +618.6% |
| All | +846.8% | +601.1% | +245.8% | +524.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling