-40.7%
OKLO vs TDG
-9.4%
-31.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +2.8% | -2.0% | +4.8% | +4.2% |
| 30D | -4.0% | -7.4% | +3.4% | +0.4% |
| 3M | -36.9% | -5.4% | -31.5% | -35.3% |
| 6M | -37.1% | -11.6% | -25.5% | -33.9% |
| YTD | -42.5% | -12.6% | -29.9% | -42.6% |
| 1Y | -40.7% | -9.3% | -31.4% | -39.8% |
| All | -40.7% | -9.4% | -31.3% | -39.8% |
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