+334.0%
OKLO vs TCOM
+24.3%
+309.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.2% |
| 7D | +12.4% | -7.6% | +20.0% | +14.3% |
| 30D | -10.6% | -12.2% | +1.7% | -8.1% |
| 3M | -26.5% | -14.2% | -12.3% | -24.4% |
| 6M | -25.6% | -25.0% | -0.6% | -20.9% |
| YTD | -39.6% | -43.7% | +4.0% | -32.2% |
| 1Y | -38.8% | -44.5% | +5.8% | -30.8% |
| 3Y | +318.1% | +13.4% | +304.6% | +353.8% |
| 5Y | +339.7% | +26.5% | +313.2% | +378.2% |
| All | +334.0% | +24.3% | +309.7% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling