+318.1%
OKLO vs TSEM
+674.6%
-356.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.1% | +5.6% |
| 7D | +12.4% | +10.4% | +2.0% | +6.0% |
| 30D | -10.6% | -12.9% | +2.4% | -4.2% |
| 3M | -26.5% | -9.2% | -17.3% | -26.6% |
| 6M | -25.6% | +98.8% | -124.4% | -59.7% |
| YTD | -39.6% | +87.2% | -126.9% | -66.3% |
| 1Y | -38.8% | +239.0% | -277.7% | -78.6% |
| All | +318.1% | +674.6% | -356.5% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling