+268.7%
OKLO vs TPG
+74.1%
+194.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -10.0% |
| 7D | -12.2% | -9.4% | -2.8% | -8.1% |
| 30D | -19.7% | -5.3% | -14.5% | -17.8% |
| 3M | -37.4% | +12.9% | -50.3% | -41.3% |
| 6M | -42.3% | +20.1% | -62.4% | -47.5% |
| YTD | -49.5% | -22.5% | -27.0% | -43.9% |
| 1Y | -54.7% | -19.7% | -35.0% | -50.4% |
| 3Y | +249.6% | +81.2% | +168.4% | +258.0% |
| All | +268.7% | +74.1% | +194.5% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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