+1,579.9%
TSM vs OKTA
+605.7%
+974.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.9% |
| 30D | +4.5% | +13.0% | -8.5% | +1.1% |
| 3M | +3.1% | +43.4% | -40.3% | -5.3% |
| 6M | +30.2% | +107.6% | -77.4% | +8.6% |
| YTD | +45.2% | +93.8% | -48.6% | +22.1% |
| 1Y | +79.6% | +80.8% | -1.3% | +53.0% |
| 3Y | +411.0% | +91.8% | +319.2% | +318.2% |
| 5Y | +290.7% | -36.4% | +327.1% | +274.2% |
| All | +1,579.9% | +605.7% | +974.2% | +939.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling