-51.9%
TSLL vs OKTA
+58.3%
-110.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.8% | +9.6% | +8.6% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | +21.7% | +13.0% | +8.7% | +14.3% |
| 3M | -28.2% | +43.4% | -71.7% | -39.3% |
| 6M | -29.5% | +107.6% | -137.1% | -52.7% |
| YTD | -47.5% | +93.8% | -141.4% | -64.0% |
| 1Y | -20.8% | +80.8% | -101.6% | -43.6% |
| 3Y | -26.7% | +91.8% | -118.5% | -48.4% |
| All | -51.9% | +58.3% | -110.2% | -71.1% |
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