-80.8%
TTD vs OKTA
-35.6%
-45.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +1.1% |
| 7D | -7.4% | +0.4% | -7.8% | -7.6% |
| 30D | +3.0% | +13.8% | -10.8% | -5.0% |
| 3M | -27.6% | +48.9% | -76.5% | -42.2% |
| 6M | -49.5% | +114.9% | -164.4% | -67.8% |
| YTD | -63.2% | +97.9% | -161.1% | -75.6% |
| 1Y | -69.7% | +89.7% | -159.4% | -79.6% |
| 3Y | -83.3% | +95.8% | -179.2% | -89.9% |
| 5Y | -80.8% | -32.6% | -48.2% | -75.0% |
| All | -80.8% | -35.6% | -45.2% | -75.0% |
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