+299.6%
OKLO vs TSEM
+681.9%
-382.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.9% | -2.4% | -4.6% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | -15.2% | -16.6% | +1.5% | -8.8% |
| 3M | -26.2% | -10.9% | -15.3% | -24.8% |
| 6M | -35.0% | +78.0% | -113.0% | -53.2% |
| YTD | -44.4% | +77.2% | -121.6% | -59.9% |
| 1Y | -45.9% | +207.6% | -253.5% | -69.2% |
| 3Y | +284.9% | +637.8% | -352.9% | +80.2% |
| 5Y | +305.3% | +617.0% | -311.7% | +89.2% |
| All | +299.6% | +681.9% | -382.3% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling