-40.7%
OKLO vs TSEM
+259.4%
-300.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.8% | -4.3% | +0.1% |
| 7D | +2.8% | +6.9% | -4.1% | -0.3% |
| 30D | -4.0% | +5.3% | -9.3% | -6.9% |
| 3M | -36.9% | -14.9% | -22.0% | -34.7% |
| 6M | -37.1% | +80.0% | -117.2% | -57.2% |
| YTD | -42.5% | +89.4% | -131.8% | -62.1% |
| 1Y | -40.7% | +253.1% | -293.8% | -57.7% |
| All | -40.7% | +259.4% | -300.1% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling