+313.5%
OKLO vs TMF
-88.0%
+401.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +2.8% | -1.4% | +4.3% | +2.9% |
| 30D | -4.0% | -2.8% | -1.2% | -3.9% |
| 3M | -36.9% | -10.9% | -26.0% | -36.7% |
| 6M | -37.1% | -21.3% | -15.8% | -37.0% |
| YTD | -42.5% | -15.9% | -26.6% | -42.4% |
| 1Y | -40.7% | -15.7% | -25.0% | -40.6% |
| 3Y | +299.1% | -43.4% | +342.5% | +299.1% |
| 5Y | +317.3% | -87.8% | +405.1% | +310.6% |
| All | +313.5% | -88.0% | +401.5% | +307.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling