+326.6%
OKLO vs TFC
+21.3%
+305.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +7.7% | -1.3% | +9.0% | +8.1% |
| 30D | -4.3% | -2.3% | -2.0% | -3.8% |
| 3M | -24.6% | +2.5% | -27.1% | -25.6% |
| 6M | -31.1% | +9.5% | -40.6% | -33.0% |
| YTD | -40.7% | +5.1% | -45.7% | -41.7% |
| 1Y | -42.4% | +15.5% | -57.9% | -44.8% |
| 3Y | +310.9% | +95.2% | +215.7% | +277.1% |
| 5Y | +332.6% | +14.5% | +318.1% | +300.2% |
| All | +326.6% | +21.3% | +305.3% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling