+262.9%
OKLO vs TCOM
+19.8%
+243.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.4% |
| 7D | -12.2% | -4.9% | -7.3% | -11.3% |
| 30D | -19.7% | -14.4% | -5.4% | -17.0% |
| 3M | -37.4% | -17.7% | -19.7% | -35.0% |
| 6M | -42.3% | -25.1% | -17.2% | -38.6% |
| YTD | -49.5% | -45.7% | -3.8% | -42.8% |
| 1Y | -54.7% | -47.9% | -6.9% | -48.2% |
| 3Y | +249.6% | +8.9% | +240.7% | +282.6% |
| 5Y | +268.1% | +26.9% | +241.2% | +303.2% |
| All | +262.9% | +19.8% | +243.2% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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