+334.0%
OKLO vs TTMI
+825.9%
-491.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +2.0% | +3.8% |
| 7D | +12.4% | +12.2% | +0.2% | +7.5% |
| 30D | -10.6% | -5.7% | -4.8% | -9.0% |
| 3M | -26.5% | -27.5% | +1.0% | -18.4% |
| 6M | -25.6% | +47.1% | -72.8% | -36.4% |
| YTD | -39.6% | +87.5% | -127.1% | -52.9% |
| 1Y | -38.8% | +175.2% | -214.0% | -56.8% |
| 3Y | +318.1% | +901.9% | -583.9% | +140.6% |
| 5Y | +339.7% | +843.5% | -503.8% | +154.2% |
| All | +334.0% | +825.9% | -491.9% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TTMI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling