-40.7%
OKLO vs TMF
-15.2%
-25.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | +2.8% | -1.4% | +4.3% | +3.6% |
| 30D | -4.0% | -2.8% | -1.2% | -2.4% |
| 3M | -36.9% | -10.9% | -26.0% | -33.7% |
| 6M | -37.1% | -21.3% | -15.8% | -35.3% |
| YTD | -42.5% | -15.9% | -26.6% | -39.8% |
| 1Y | -40.7% | -15.7% | -25.0% | -38.8% |
| All | -40.7% | -15.2% | -25.5% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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