+313.5%
OKLO vs TFC
+24.9%
+288.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +2.8% | +2.4% | +0.4% | +2.1% |
| 30D | -4.0% | -1.3% | -2.7% | -3.7% |
| 3M | -36.9% | +6.1% | -42.9% | -38.3% |
| 6M | -37.1% | +7.3% | -44.5% | -38.5% |
| YTD | -42.5% | +8.2% | -50.7% | -43.9% |
| 1Y | -40.7% | +14.4% | -55.1% | -43.1% |
| 3Y | +299.1% | +93.7% | +205.4% | +263.5% |
| 5Y | +317.3% | +16.4% | +300.9% | +283.4% |
| All | +313.5% | +24.9% | +288.6% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling