+94.6%
TT vs OKTA
+171.0%
-76.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.8% |
| 7D | +3.5% | -4.6% | +8.1% | +3.8% |
| 30D | -11.0% | -19.7% | +8.7% | -10.0% |
| 3M | -12.0% | +21.2% | -33.2% | -13.2% |
| 6M | -10.4% | +123.1% | -133.5% | -16.3% |
| YTD | +9.9% | +110.8% | -100.8% | +2.7% |
| 1Y | +1.5% | +113.0% | -111.5% | -5.4% |
| All | +94.6% | +171.0% | -76.4% | +77.8% |
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