+279.0%
TTD vs OKTA
+605.7%
-326.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -1.9% |
| 7D | +1.7% | +0.7% | +1.0% | +1.3% |
| 30D | +1.6% | +13.0% | -11.4% | -7.4% |
| 3M | -27.8% | +43.4% | -71.3% | -43.4% |
| 6M | -52.1% | +107.6% | -159.7% | -71.0% |
| YTD | -63.1% | +93.8% | -156.9% | -76.9% |
| 1Y | -73.1% | +80.8% | -153.9% | -82.5% |
| 3Y | -83.3% | +91.8% | -175.1% | -90.6% |
| 5Y | -80.6% | -36.4% | -44.2% | -80.2% |
| All | +279.0% | +605.7% | -326.6% | +24.4% |
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