+270.7%
OKLO vs TCOM
+29.4%
+241.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| 3M | -37.4% | -17.7% | -19.7% | -34.9% |
| 6M | -42.3% | -25.1% | -17.2% | -38.4% |
| YTD | -49.5% | -45.7% | -3.8% | -42.6% |
| 1Y | -54.7% | -47.9% | -6.9% | -48.0% |
| 3Y | +249.6% | +8.9% | +240.7% | +284.1% |
| All | +270.7% | +29.4% | +241.3% | +306.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling