+287.7%
TTD vs OKTA
+601.1%
-313.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +4.1% |
| 7D | -0.6% | -2.4% | +1.8% | +0.5% |
| 30D | +6.3% | +13.0% | -6.7% | -3.3% |
| 3M | -24.1% | +41.7% | -65.8% | -40.1% |
| 6M | -47.4% | +105.9% | -153.4% | -68.1% |
| YTD | -62.2% | +92.6% | -154.8% | -76.3% |
| 1Y | -68.3% | +81.1% | -149.4% | -79.5% |
| 3Y | -83.4% | +84.8% | -168.3% | -90.5% |
| 5Y | -80.3% | -34.4% | -45.9% | -80.3% |
| All | +287.7% | +601.1% | -313.4% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling