-42.4%
OKLO vs TMF
-23.1%
-19.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | -0.1% | -0.8% |
| 7D | +7.7% | -0.9% | +8.6% | +8.3% |
| 30D | -4.3% | -1.0% | -3.3% | -3.5% |
| 3M | -24.6% | -11.3% | -13.4% | -20.2% |
| 6M | -31.1% | -22.7% | -8.4% | -28.1% |
| YTD | -40.7% | -17.3% | -23.3% | -37.1% |
| 1Y | -42.4% | -22.5% | -20.0% | -42.2% |
| All | -42.4% | -23.1% | -19.4% | -42.2% |
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 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