+330.4%
TSM vs OKTA
+171.9%
+158.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +6.2% | +8.4% | -2.2% | +4.7% |
| 30D | -7.3% | -13.7% | +6.4% | -4.9% |
| 3M | -7.1% | +18.0% | -25.1% | -10.4% |
| 6M | +0.2% | +133.8% | -133.6% | -16.8% |
| YTD | +32.2% | +111.5% | -79.2% | +11.2% |
| 1Y | +42.8% | +118.3% | -75.5% | +18.9% |
| 3Y | +330.4% | +168.0% | +162.4% | +245.0% |
| All | +330.4% | +171.9% | +158.5% | +245.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling