-45.9%
OKLO vs TFC
+16.0%
-61.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.7% | -6.5% |
| 7D | +0.1% | -2.5% | +2.6% | +1.4% |
| 30D | -15.2% | -2.8% | -12.3% | -14.1% |
| 3M | -26.2% | +2.1% | -28.3% | -28.8% |
| 6M | -35.0% | +10.1% | -45.1% | -40.8% |
| YTD | -44.4% | +5.4% | -49.9% | -48.1% |
| 1Y | -45.9% | +16.3% | -62.3% | -53.4% |
| All | -45.9% | +16.0% | -61.9% | -53.4% |
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