-80.3%
OKLO vs TFC
+20.8%
-101.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.8% | -7.3% |
| 7D | -18.4% | +5.1% | -23.5% | -20.8% |
| 30D | -38.5% | +9.8% | -48.3% | -41.9% |
| 3M | -48.9% | -2.4% | -46.5% | -48.3% |
| 6M | -67.8% | +4.9% | -72.7% | -70.0% |
| YTD | -69.2% | +6.6% | -75.7% | -73.2% |
| 1Y | -80.3% | +21.3% | -101.6% | -87.1% |
| All | -80.3% | +20.8% | -101.1% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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