+339.7%
OKLO vs TFC
+15.2%
+324.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.1% | +5.6% |
| 7D | +12.4% | +2.2% | +10.2% | +11.6% |
| 30D | -10.6% | -2.5% | -8.1% | -10.0% |
| 3M | -26.5% | +4.5% | -31.1% | -27.9% |
| 6M | -25.6% | +11.0% | -36.6% | -28.0% |
| YTD | -39.6% | +5.9% | -45.5% | -40.8% |
| 1Y | -38.8% | +14.6% | -53.3% | -41.2% |
| 3Y | +318.1% | +96.7% | +221.3% | +282.6% |
| 5Y | +339.7% | +15.6% | +324.1% | +307.5% |
| All | +339.7% | +15.2% | +324.5% | +307.5% |
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