+145.0%
OKLO vs TMF
-89.0%
+234.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.0% | -5.3% |
| 7D | +27.3% | -8.2% | +35.5% | +27.8% |
| 30D | -23.1% | +5.3% | -28.4% | -23.2% |
| 3M | -45.8% | -8.5% | -37.3% | -45.6% |
| 6M | -66.8% | -17.2% | -49.6% | -66.6% |
| YTD | -65.9% | -23.4% | -42.5% | -65.7% |
| 1Y | -78.0% | -30.2% | -47.8% | -77.9% |
| 3Y | +137.4% | -32.9% | +170.3% | +138.5% |
| 5Y | +148.2% | -88.5% | +236.8% | +145.5% |
| All | +145.0% | -89.0% | +234.0% | +142.2% |
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