+148.2%
TT vs OKTA
-34.4%
+182.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.7% |
| 7D | +1.4% | +5.9% | -4.5% | +0.8% |
| 30D | -6.7% | +14.6% | -21.2% | -8.4% |
| 3M | -5.4% | +44.0% | -49.4% | -9.9% |
| 6M | +4.4% | +116.7% | -112.3% | -6.6% |
| YTD | +14.9% | +99.8% | -84.8% | +3.4% |
| 1Y | +9.3% | +84.1% | -74.8% | -0.6% |
| 3Y | +121.7% | +97.7% | +24.1% | +94.8% |
| 5Y | +148.2% | -35.2% | +183.3% | +139.5% |
| All | +148.2% | -34.4% | +182.6% | +139.5% |
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