-23.4%
TSLL vs OKTA
+90.9%
-114.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | +2.6% | -0.7% | +1.4% |
| 30D | +17.8% | +16.0% | +1.7% | +13.4% |
| 3M | -37.0% | +38.2% | -75.2% | -41.4% |
| 6M | -37.7% | +137.8% | -175.5% | -53.0% |
| YTD | -51.4% | +97.3% | -148.7% | -59.1% |
| 1Y | -23.4% | +90.1% | -113.5% | -29.7% |
| All | -23.4% | +90.9% | -114.2% | -29.7% |
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