-46.0%
TSLL vs OKTA
+114.8%
-160.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.5% |
| 7D | -9.4% | -14.2% | +4.8% | -6.2% |
| 30D | +1.6% | -12.5% | +14.0% | +4.6% |
| 3M | +29.4% | +29.2% | +0.2% | +21.4% |
| 6M | -20.1% | +147.3% | -167.5% | -37.2% |
| YTD | -44.5% | +120.9% | -165.4% | -54.3% |
| 1Y | -46.0% | +119.7% | -165.7% | -55.0% |
| All | -46.0% | +114.8% | -160.8% | -55.0% |
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