+890.1%
TTMI vs OKTA
+90.2%
+799.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.0% | +3.6% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | -8.4% | +13.0% | -21.5% | -9.9% |
| 3M | -32.5% | +41.7% | -74.2% | -35.1% |
| 6M | +32.5% | +105.9% | -73.5% | +19.2% |
| YTD | +83.2% | +92.6% | -9.3% | +65.9% |
| 1Y | +161.7% | +81.1% | +80.6% | +141.3% |
| 3Y | +890.1% | +84.8% | +805.3% | +761.8% |
| All | +890.1% | +90.2% | +799.9% | +761.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling