+141.4%
OKLO vs TFC
+1.3%
+140.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.5% |
| 7D | +1.6% | +2.3% | -0.7% | +1.0% |
| 30D | -17.6% | +10.8% | -28.4% | -20.1% |
| 3M | -48.5% | -3.8% | -44.7% | -48.0% |
| 6M | -65.7% | +9.6% | -75.2% | -66.8% |
| YTD | -66.7% | +5.8% | -72.4% | -67.4% |
| 1Y | -76.5% | +16.2% | -92.6% | -77.5% |
| 3Y | +132.5% | +96.0% | +36.5% | +111.7% |
| All | +141.4% | +1.3% | +140.1% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling