+103.5%
TJX vs OKLO
+325.7%
-222.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | -4.0% | +7.7% | -11.7% | -4.0% |
| 30D | -20.3% | -4.3% | -16.0% | -20.3% |
| 3M | -23.3% | -24.6% | +1.4% | -23.1% |
| 6M | -19.7% | -31.1% | +11.4% | -19.7% |
| YTD | -17.1% | -40.7% | +23.5% | -17.0% |
| 1Y | -8.8% | -42.4% | +33.7% | -8.9% |
| 3Y | +43.4% | +310.9% | -267.5% | +34.1% |
| 5Y | +95.2% | +332.6% | -237.4% | +75.7% |
| All | +103.5% | +325.7% | -222.2% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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