+323.9%
TTD vs OKTA
+670.0%
-346.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +21.3% | +8.4% | +12.9% | +16.6% |
| 30D | +28.7% | -13.7% | +42.4% | +37.1% |
| 3M | +7.7% | +18.0% | -10.3% | -6.9% |
| 6M | -23.5% | +133.8% | -157.3% | -57.2% |
| YTD | -58.7% | +111.5% | -170.2% | -76.0% |
| 1Y | -63.4% | +118.3% | -181.8% | -79.2% |
| 3Y | -75.3% | +168.0% | -243.3% | -88.8% |
| 5Y | -84.4% | -30.1% | -54.3% | -85.4% |
| All | +323.9% | +670.0% | -346.1% | +29.0% |
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 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