+151.3%
OKLO vs TFC
+96.6%
+54.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +16.9% | -1.2% | +18.1% | +18.1% |
| 30D | -19.7% | +7.8% | -27.5% | -23.7% |
| 3M | -45.0% | -3.0% | -42.0% | -44.3% |
| 6M | -66.9% | +5.8% | -72.7% | -68.8% |
| YTD | -64.0% | +5.3% | -69.3% | -65.8% |
| 1Y | -75.2% | +15.7% | -90.9% | -78.0% |
| All | +151.3% | +96.6% | +54.7% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling