+285.0%
TSM vs OKTA
-34.4%
+319.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.4% |
| 7D | +4.8% | +5.9% | -1.1% | +3.6% |
| 30D | +4.0% | +14.6% | -10.5% | +0.6% |
| 3M | +2.0% | +44.0% | -42.0% | -6.0% |
| 6M | +25.5% | +116.7% | -91.2% | +4.7% |
| YTD | +44.0% | +99.8% | -55.8% | +21.4% |
| 1Y | +75.4% | +84.1% | -8.6% | +50.4% |
| 3Y | +406.7% | +97.7% | +309.1% | +316.9% |
| 5Y | +285.0% | -35.2% | +320.2% | +267.2% |
| All | +285.0% | -34.4% | +319.4% | +267.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling