+696.2%
TT vs OKTA
+601.1%
+95.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -7.3% | +13.0% | -20.3% | -8.9% |
| 3M | -3.6% | +41.7% | -45.3% | -7.8% |
| 6M | +2.8% | +105.9% | -103.1% | -6.8% |
| YTD | +14.5% | +92.6% | -78.0% | +4.2% |
| 1Y | +7.4% | +81.1% | -73.6% | -1.6% |
| 3Y | +116.2% | +84.8% | +31.4% | +93.5% |
| 5Y | +147.4% | -34.4% | +181.8% | +135.9% |
| All | +696.2% | +601.1% | +95.2% | +429.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling