-78.0%
OKLO vs TMF
-29.9%
-48.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.0% | -2.1% |
| 7D | +27.3% | -8.2% | +35.5% | +35.9% |
| 30D | -23.1% | +5.3% | -28.4% | -27.3% |
| 3M | -45.8% | -8.5% | -37.3% | -41.5% |
| 6M | -66.8% | -17.2% | -49.6% | -61.4% |
| YTD | -65.9% | -23.4% | -42.5% | -59.8% |
| 1Y | -78.0% | -30.2% | -47.8% | -73.1% |
| All | -78.0% | -29.9% | -48.1% | -73.1% |
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