+652.1%
TT vs OKTA
+670.0%
-17.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +4.0% | +8.4% | -4.4% | +3.2% |
| 30D | -11.3% | -13.7% | +2.4% | -10.1% |
| 3M | -12.3% | +18.0% | -30.3% | -14.5% |
| 6M | -10.8% | +133.8% | -144.7% | -20.2% |
| YTD | +8.2% | +111.5% | -103.3% | -2.9% |
| 1Y | +1.5% | +118.3% | -116.9% | -9.3% |
| 3Y | +91.5% | +168.0% | -76.5% | +63.8% |
| 5Y | +130.2% | -30.1% | +160.3% | +117.4% |
| All | +652.1% | +670.0% | -17.9% | +393.5% |
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 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