+705.9%
TT vs OKTA
+618.3%
+87.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | 0.0% | +2.6% | -2.6% | -0.3% |
| 30D | -7.2% | +16.0% | -23.2% | -9.0% |
| 3M | -3.0% | +38.2% | -41.1% | -6.9% |
| 6M | +1.4% | +137.8% | -136.5% | -9.8% |
| YTD | +15.9% | +97.3% | -81.4% | +5.2% |
| 1Y | +9.4% | +90.1% | -80.7% | -0.4% |
| 3Y | +124.4% | +98.0% | +26.4% | +99.3% |
| 5Y | +138.0% | -36.9% | +174.9% | +127.8% |
| All | +705.9% | +618.3% | +87.6% | +434.7% |
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