+168.9%
OKLO vs TMF
-88.1%
+257.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.1% | +13.9% | +14.0% |
| 7D | +14.1% | +0.6% | +13.5% | +14.1% |
| 30D | -22.7% | +16.3% | -39.0% | -23.2% |
| 3M | -44.6% | -2.7% | -41.9% | -44.5% |
| 6M | -63.0% | -13.2% | -49.8% | -62.9% |
| YTD | -62.6% | -16.7% | -45.9% | -62.5% |
| 1Y | -76.2% | -22.7% | -53.4% | -76.1% |
| 3Y | +160.8% | -26.1% | +186.9% | +161.1% |
| 5Y | +172.5% | -88.4% | +260.9% | +168.9% |
| All | +168.9% | -88.1% | +257.0% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling