+334.0%
OKLO vs TMF
-88.0%
+421.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +12.4% | +1.0% | +11.4% | +12.4% |
| 30D | -10.6% | -1.8% | -8.7% | -10.5% |
| 3M | -26.5% | -8.2% | -18.3% | -26.3% |
| 6M | -25.6% | -19.5% | -6.2% | -25.5% |
| YTD | -39.6% | -16.0% | -23.7% | -39.5% |
| 1Y | -38.8% | -22.5% | -16.3% | -38.7% |
| 3Y | +318.1% | -42.3% | +360.3% | +318.1% |
| 5Y | +339.7% | -87.7% | +427.4% | +332.7% |
| All | +334.0% | -88.0% | +421.9% | +327.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling