+128.4%
OKLO vs TMF
-25.3%
+153.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.2% | +22.8% | +22.7% |
| 7D | -6.7% | +1.2% | -7.9% | -6.9% |
| 30D | -36.0% | +19.7% | -55.8% | -37.4% |
| 3M | -44.2% | -2.1% | -42.1% | -44.0% |
| 6M | -70.4% | -13.4% | -57.0% | -70.2% |
| YTD | -67.2% | -16.7% | -50.4% | -67.0% |
| 1Y | -77.9% | -23.3% | -54.6% | -77.9% |
| 3Y | +128.4% | -24.8% | +153.2% | +128.1% |
| All | +128.4% | -25.3% | +153.7% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling