+884.0%
TSEM vs OKTA
+605.7%
+278.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | +10.4% | +0.7% | +9.7% | +10.3% |
| 30D | -12.9% | +13.0% | -25.9% | -15.3% |
| 3M | -9.2% | +43.4% | -52.6% | -15.1% |
| 6M | +98.8% | +107.6% | -8.9% | +70.7% |
| YTD | +87.2% | +93.8% | -6.6% | +61.8% |
| 1Y | +239.0% | +80.8% | +158.1% | +196.6% |
| 3Y | +679.5% | +91.8% | +587.7% | +558.3% |
| 5Y | +667.3% | -36.4% | +703.6% | +661.7% |
| All | +884.0% | +605.7% | +278.3% | +548.1% |
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