+36.0%
TSM vs OKTA
+114.8%
-78.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.3% |
| 7D | -10.0% | -14.2% | +4.2% | -9.0% |
| 30D | -18.5% | -12.5% | -6.1% | -17.8% |
| 3M | -4.9% | +29.2% | -34.1% | -6.1% |
| 6M | -1.0% | +147.3% | -148.3% | -3.7% |
| YTD | +31.3% | +120.9% | -89.7% | +30.1% |
| 1Y | +36.0% | +119.7% | -83.7% | +35.2% |
| All | +36.0% | +114.8% | -78.7% | +35.2% |
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