+332.6%
TXN vs OKTA
+601.1%
-268.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.5% | +4.3% |
| 7D | +4.0% | -2.4% | +6.4% | +4.4% |
| 30D | -2.9% | +13.0% | -15.9% | -5.6% |
| 3M | -9.1% | +41.7% | -50.8% | -15.3% |
| 6M | +36.6% | +105.9% | -69.3% | +16.2% |
| YTD | +57.5% | +92.6% | -35.1% | +34.8% |
| 1Y | +49.5% | +81.1% | -31.5% | +29.5% |
| 3Y | +76.5% | +84.8% | -8.3% | +47.2% |
| 5Y | +62.4% | -34.4% | +96.8% | +57.5% |
| All | +332.6% | +601.1% | -268.5% | +149.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling