+316.7%
TXN vs OKTA
+620.5%
-303.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -8.0% | +13.8% | -21.8% | -10.6% |
| 3M | -7.8% | +48.9% | -56.6% | -14.8% |
| 6M | +32.4% | +114.9% | -82.5% | +11.8% |
| YTD | +51.7% | +97.9% | -46.2% | +29.3% |
| 1Y | +44.3% | +89.7% | -45.4% | +23.9% |
| 3Y | +71.3% | +95.8% | -24.5% | +41.3% |
| 5Y | +56.4% | -32.6% | +89.0% | +51.0% |
| All | +316.7% | +620.5% | -303.8% | +139.4% |
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