-56.8%
TSLL vs OKTA
+59.3%
-116.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +9.3% |
| 7D | -21.2% | -19.0% | -2.2% | -13.7% |
| 30D | -13.3% | -22.6% | +9.3% | -3.2% |
| 3M | +15.4% | +17.5% | -2.2% | +6.0% |
| 6M | -34.2% | +117.8% | -152.1% | -56.6% |
| YTD | -52.9% | +95.1% | -148.0% | -67.9% |
| 1Y | -54.3% | +96.4% | -150.8% | -68.9% |
| 3Y | -18.4% | +149.0% | -167.3% | -47.8% |
| All | -56.8% | +59.3% | -116.2% | -74.3% |
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