+334.0%
OKLO vs TD
+114.8%
+219.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.9% | +5.4% |
| 7D | +12.4% | +0.9% | +11.6% | +11.9% |
| 30D | -10.6% | -0.7% | -9.9% | -10.3% |
| 3M | -26.5% | +6.3% | -32.8% | -28.5% |
| 6M | -25.6% | +27.9% | -53.6% | -31.9% |
| YTD | -39.6% | +29.8% | -69.5% | -44.9% |
| 1Y | -38.8% | +63.7% | -102.4% | -47.2% |
| 3Y | +318.1% | +128.3% | +189.7% | +234.5% |
| 5Y | +339.7% | +125.5% | +214.2% | +248.6% |
| All | +334.0% | +114.8% | +219.2% | +245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TD 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling