+669.3%
TTMI vs OKTA
+627.3%
+42.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.1% | -7.0% | -4.4% |
| 7D | +7.5% | +5.9% | +1.6% | +6.5% |
| 30D | -4.5% | +14.6% | -19.1% | -7.0% |
| 3M | -28.5% | +44.0% | -72.5% | -33.0% |
| 6M | +28.4% | +116.7% | -88.4% | +10.1% |
| YTD | +80.1% | +99.8% | -19.7% | +55.5% |
| 1Y | +161.0% | +84.1% | +77.0% | +129.2% |
| 3Y | +862.4% | +97.7% | +764.7% | +713.5% |
| 5Y | +812.9% | -35.2% | +848.1% | +777.0% |
| All | +669.3% | +627.3% | +42.0% | +329.9% |
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