+1,541.3%
TSM vs OKTA
+618.3%
+923.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | +2.6% | +0.1% | +2.1% |
| 30D | +3.6% | +16.0% | -12.4% | -0.3% |
| 3M | -3.4% | +38.2% | -41.5% | -10.5% |
| 6M | +20.6% | +137.8% | -117.2% | -2.5% |
| YTD | +41.9% | +97.3% | -55.4% | +18.9% |
| 1Y | +84.4% | +90.1% | -5.7% | +55.5% |
| 3Y | +380.2% | +98.0% | +282.2% | +290.6% |
| 5Y | +275.3% | -36.9% | +312.2% | +260.3% |
| All | +1,541.3% | +618.3% | +923.0% | +912.1% |
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