+139.7%
OKLO vs TSEM
+452.0%
-312.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.8% | +1.0% |
| 7D | +1.6% | +7.0% | -5.4% | -1.4% |
| 30D | -17.6% | -29.8% | +12.1% | -4.0% |
| 3M | -48.5% | -41.9% | -6.6% | -35.3% |
| 6M | -65.7% | -45.8% | -19.9% | -56.7% |
| YTD | -66.7% | +25.1% | -91.8% | -72.2% |
| 1Y | -76.5% | +48.2% | -124.7% | -81.7% |
| 3Y | +132.5% | +476.5% | -344.0% | +26.0% |
| 5Y | +142.8% | +301.4% | -158.6% | +31.9% |
| All | +139.7% | +452.0% | -312.3% | +28.7% |
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 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