-80.3%
OKLO vs TDG
-5.9%
-74.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.6% | -6.2% |
| 7D | -18.4% | +7.1% | -25.5% | -21.7% |
| 30D | -38.5% | +11.4% | -49.9% | -42.4% |
| 3M | -48.9% | -4.6% | -44.4% | -47.4% |
| 6M | -67.8% | +5.8% | -73.6% | -69.4% |
| YTD | -69.2% | -8.5% | -60.7% | -72.6% |
| 1Y | -80.3% | -5.8% | -74.5% | -81.7% |
| All | -80.3% | -5.9% | -74.4% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling