+139.2%
TT vs OKTA
-30.2%
+169.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.7% |
| 7D | +3.5% | -4.6% | +8.1% | +4.0% |
| 30D | -11.0% | -19.7% | +8.7% | -9.2% |
| 3M | -12.0% | +21.2% | -33.2% | -14.5% |
| 6M | -10.4% | +123.1% | -133.5% | -19.9% |
| YTD | +9.9% | +110.8% | -100.8% | -1.9% |
| 1Y | +1.5% | +113.0% | -111.5% | -9.6% |
| 3Y | +93.7% | +168.9% | -75.2% | +63.0% |
| 5Y | +139.2% | -28.7% | +167.9% | +132.5% |
| All | +139.2% | -30.2% | +169.4% | +132.5% |
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 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