+270.7%
OKLO vs TDG
+126.1%
+144.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.5% |
| 7D | -12.2% | -1.9% | -10.4% | -11.9% |
| 30D | -19.7% | -7.7% | -12.0% | -18.2% |
| 3M | -37.4% | -9.3% | -28.1% | -36.0% |
| 6M | -42.3% | -9.4% | -32.9% | -41.0% |
| YTD | -49.5% | -14.3% | -35.3% | -48.0% |
| 1Y | -54.7% | -11.8% | -42.9% | -53.6% |
| 3Y | +249.6% | +52.0% | +197.6% | +246.5% |
| All | +270.7% | +126.1% | +144.6% | +263.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling